-93.4%
SLND vs SPY
+74.6%
-168.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -4.9% | +0.1% | -4.9% | -5.1% |
| 3M | -43.7% | +2.0% | -45.7% | -44.4% |
| 6M | -42.7% | +13.0% | -55.8% | -46.0% |
| YTD | -80.5% | +13.5% | -94.1% | -81.6% |
| 1Y | -84.2% | +20.0% | -104.1% | -85.5% |
| 3Y | -90.3% | +77.2% | -167.5% | -92.0% |
| All | -93.4% | +74.6% | -168.0% | -94.6% |
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