-93.6%
SLND vs SPY
+73.7%
-167.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.9% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +8.1% | -0.9% | +9.0% | +8.3% |
| 3M | -41.4% | +3.9% | -45.3% | -42.6% |
| 6M | -35.0% | +14.5% | -49.5% | -39.2% |
| YTD | -81.1% | +12.9% | -94.0% | -82.2% |
| 1Y | -85.4% | +19.4% | -104.8% | -86.6% |
| 3Y | -90.5% | +78.5% | -169.0% | -92.2% |
| All | -93.6% | +73.7% | -167.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling