+67.5%
SRLN vs SPY
+517.8%
-450.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | +0.9% | -0.9% | +1.8% | +1.1% |
| 3M | +2.3% | +3.9% | -1.5% | +1.6% |
| 6M | +5.6% | +14.5% | -8.9% | +2.8% |
| YTD | +3.0% | +12.9% | -9.9% | +0.5% |
| 1Y | +5.1% | +19.4% | -14.3% | +1.4% |
| 3Y | +23.1% | +78.5% | -55.3% | +9.1% |
| 5Y | +27.2% | +81.8% | -54.5% | +11.5% |
| 10Y | +56.8% | +311.5% | -254.8% | +18.8% |
| All | +67.5% | +517.8% | -450.3% | +25.1% |
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