+1,842.6%
SLGN vs SPY
+1,465.4%
+377.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.2% |
| 7D | -5.1% | +0.5% | -5.6% | -5.4% |
| 30D | -5.3% | -0.9% | -4.3% | -4.7% |
| 3M | +7.8% | +3.9% | +3.9% | +5.4% |
| 6M | -10.1% | +14.5% | -24.6% | -16.8% |
| YTD | -1.1% | +12.9% | -14.0% | -7.8% |
| 1Y | -10.4% | +19.4% | -29.7% | -19.2% |
| 3Y | -2.9% | +78.5% | -81.3% | -30.7% |
| 5Y | +1.8% | +81.8% | -80.0% | -28.9% |
| 10Y | +83.6% | +311.5% | -227.9% | -20.6% |
| All | +1,842.6% | +1,465.4% | +377.2% | +400.8% |
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