+160.3%
SLN vs SPY
+18.8%
+141.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.3% |
| 7D | -8.4% | -0.4% | -8.0% | -7.8% |
| 30D | -12.2% | -1.4% | -10.8% | -10.4% |
| 3M | +125.5% | +3.7% | +121.8% | +112.8% |
| 6M | +118.9% | +13.0% | +105.9% | +88.5% |
| YTD | +122.9% | +12.4% | +110.5% | +90.5% |
| 1Y | +160.3% | +18.5% | +141.8% | +95.4% |
| All | +160.3% | +18.8% | +141.5% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling