-21.1%
SLNG vs SPY
+81.0%
-102.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.3% |
| 7D | -18.6% | -0.4% | -18.2% | -18.5% |
| 30D | +4.0% | -1.4% | +5.4% | +4.5% |
| 3M | +8.8% | +3.7% | +5.1% | +7.1% |
| 6M | +42.3% | +13.0% | +29.3% | +35.0% |
| YTD | +14.5% | +12.4% | +2.1% | +9.0% |
| 1Y | +49.7% | +18.5% | +31.2% | +39.0% |
| 3Y | +27.4% | +77.6% | -50.2% | -0.6% |
| 5Y | -21.1% | +81.7% | -102.7% | -32.9% |
| All | -21.1% | +81.0% | -102.1% | -32.9% |
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 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