+1.5%
SLN vs SPY
+142.4%
-141.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.1% | -0.6% | +0.6% | +0.3% |
| 30D | +100.7% | -3.7% | +104.4% | +105.9% |
| 3M | +28.3% | -2.7% | +31.0% | +30.7% |
| 6M | +183.9% | +2.2% | +181.7% | +181.7% |
| YTD | +225.5% | +10.8% | +214.7% | +207.6% |
| 1Y | +211.7% | +11.2% | +200.4% | +193.8% |
| 3Y | +115.1% | +76.5% | +38.6% | +57.7% |
| 5Y | -15.4% | +72.9% | -88.4% | -39.9% |
| All | +1.5% | +142.4% | -141.0% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling