-93.5%
SLND vs SPY
+72.7%
-166.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.7% |
| 7D | -16.1% | -0.9% | -15.2% | -15.7% |
| 30D | -34.5% | -2.4% | -32.1% | -33.7% |
| 3M | -11.4% | -1.2% | -10.3% | -10.8% |
| 6M | -50.1% | +3.3% | -53.4% | -50.8% |
| YTD | -81.1% | +12.3% | -93.3% | -82.0% |
| 1Y | -86.1% | +12.4% | -98.6% | -86.8% |
| 3Y | -89.7% | +78.8% | -168.5% | -91.4% |
| All | -93.5% | +72.7% | -166.2% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling