-8.1%
SRL vs SPY
+78.7%
-86.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.2% |
| 7D | -3.3% | +0.5% | -3.9% | -3.5% |
| 30D | -2.8% | -0.9% | -1.9% | -2.4% |
| 3M | -9.3% | +3.9% | -13.2% | -10.7% |
| 6M | -37.4% | +14.5% | -51.9% | -40.9% |
| YTD | -35.0% | +12.9% | -47.9% | -38.4% |
| 1Y | +5.9% | +19.4% | -13.5% | -1.7% |
| 3Y | -8.1% | +78.5% | -86.6% | -36.6% |
| All | -8.1% | +78.7% | -86.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling