+29.1%
SRL vs SPY
+1,915.6%
-1,886.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.4% |
| 7D | -8.1% | -0.9% | -7.2% | -7.5% |
| 30D | -20.6% | -2.4% | -18.2% | -19.3% |
| 3M | -34.6% | -1.2% | -33.4% | -34.0% |
| 6M | -37.8% | +3.3% | -41.1% | -39.2% |
| YTD | -54.9% | +12.3% | -67.1% | -58.3% |
| 1Y | -33.9% | +12.4% | -46.4% | -38.9% |
| 3Y | -6.0% | +78.8% | -84.8% | -37.8% |
| 5Y | -60.9% | +75.2% | -136.0% | -74.3% |
| 10Y | -58.8% | +311.1% | -369.9% | -86.0% |
| All | +29.1% | +1,915.6% | -1,886.4% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling