-25.2%
SLN vs SPY
+148.4%
-173.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +8.7% | +0.1% | +8.6% | +8.6% |
| 30D | +29.8% | +0.1% | +29.8% | +29.7% |
| 3M | +113.0% | +2.0% | +111.0% | +110.7% |
| 6M | +152.4% | +13.0% | +139.4% | +135.5% |
| YTD | +140.0% | +13.5% | +126.4% | +123.0% |
| 1Y | +179.0% | +20.0% | +159.0% | +151.1% |
| 3Y | +71.6% | +77.2% | -5.5% | +25.0% |
| 5Y | -36.7% | +81.9% | -118.6% | -55.8% |
| All | -25.2% | +148.4% | -173.6% | -50.1% |
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