+1.2%
SLN vs SPY
+137.7%
-136.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -0.1% | -2.7% | +2.6% | +1.7% |
| 30D | +100.9% | -5.4% | +106.3% | +108.7% |
| 3M | +68.3% | -4.1% | +72.4% | +73.3% |
| 6M | +168.1% | +0.7% | +167.4% | +168.8% |
| YTD | +224.5% | +8.7% | +215.8% | +210.9% |
| 1Y | +205.9% | +10.9% | +195.0% | +189.5% |
| 3Y | +95.5% | +75.0% | +20.5% | +44.4% |
| 5Y | -13.8% | +67.8% | -81.6% | -37.8% |
| All | +1.2% | +137.7% | -136.5% | -30.5% |
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