-1.3%
SRL vs SPY
+78.0%
-79.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -20.0% | -3.3% | -16.7% | -18.8% |
| 3M | -28.7% | -2.4% | -26.3% | -27.9% |
| 6M | -35.6% | +2.6% | -38.2% | -36.1% |
| YTD | -52.3% | +11.2% | -63.5% | -54.2% |
| 1Y | -30.8% | +13.4% | -44.2% | -34.0% |
| 3Y | -1.3% | +79.9% | -81.2% | -11.2% |
| All | -1.3% | +78.0% | -79.3% | -11.2% |
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