-93.2%
SLND vs SPY
+70.5%
-163.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -12.2% | -0.6% | -11.6% | -11.9% |
| 30D | -15.2% | -3.7% | -11.5% | -13.6% |
| 3M | +8.9% | -2.7% | +11.6% | +10.4% |
| 6M | -35.6% | +2.2% | -37.8% | -36.2% |
| YTD | -80.0% | +10.8% | -90.9% | -80.9% |
| 1Y | -85.3% | +11.2% | -96.5% | -85.9% |
| 3Y | -89.1% | +76.5% | -165.6% | -90.9% |
| All | -93.2% | +70.5% | -163.7% | -94.3% |
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