+90.7%
SRL vs SPY
+1,938.0%
-1,847.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -1.6% | +0.1% | -1.6% | -1.6% |
| 3M | -7.0% | +2.0% | -9.0% | -8.3% |
| 6M | -35.5% | +13.0% | -48.5% | -40.6% |
| YTD | -33.3% | +13.5% | -46.9% | -38.9% |
| 1Y | +3.6% | +20.0% | -16.3% | -8.5% |
| 3Y | -4.0% | +77.2% | -81.1% | -36.1% |
| 5Y | -41.9% | +81.9% | -123.7% | -62.8% |
| 10Y | -42.3% | +314.1% | -356.4% | -80.5% |
| All | +90.7% | +1,938.0% | -1,847.3% | -71.3% |
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