-74.6%
SLNG vs SPY
+318.9%
-393.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -11.3% | -2.0% | -9.3% | -10.4% |
| 30D | +3.1% | -1.7% | +4.8% | +3.9% |
| 3M | +9.5% | +4.7% | +4.7% | +6.7% |
| 6M | +43.8% | +12.5% | +31.3% | +34.2% |
| YTD | +16.9% | +11.7% | +5.2% | +9.7% |
| 1Y | +41.9% | +17.5% | +24.4% | +29.4% |
| 3Y | +30.1% | +76.6% | -46.5% | -5.8% |
| 5Y | -20.0% | +82.0% | -102.0% | -43.0% |
| All | -74.6% | +318.9% | -393.5% | -81.9% |
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