+62.0%
SLN vs SPY
+78.7%
-16.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.6% | -5.7% |
| 7D | -7.1% | +0.5% | -7.7% | -7.5% |
| 30D | +14.6% | -0.9% | +15.5% | +15.5% |
| 3M | +119.7% | +3.9% | +115.9% | +113.0% |
| 6M | +119.7% | +14.5% | +105.2% | +100.0% |
| YTD | +125.2% | +12.9% | +112.2% | +106.2% |
| 1Y | +154.5% | +19.4% | +135.1% | +124.4% |
| 3Y | +62.0% | +78.5% | -16.4% | 0.0% |
| All | +62.0% | +78.7% | -16.7% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling