-94.1%
SLND vs SPY
+71.8%
-166.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.9% |
| 7D | -7.9% | -2.0% | -5.9% | -7.2% |
| 30D | -19.4% | -1.7% | -17.8% | -19.1% |
| 3M | -44.5% | +4.7% | -49.2% | -45.9% |
| 6M | -29.8% | +12.5% | -42.3% | -33.9% |
| YTD | -82.8% | +11.7% | -94.5% | -83.7% |
| 1Y | -86.3% | +17.5% | -103.8% | -87.3% |
| 3Y | -91.4% | +76.6% | -167.9% | -92.9% |
| All | -94.1% | +71.8% | -166.0% | -95.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling