-91.8%
SLNG vs SPY
+614.2%
-706.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +7.0% | +2.6% | +4.4% | +5.9% |
| 30D | -20.7% | -2.0% | -18.7% | -20.1% |
| 3M | -31.7% | -2.8% | -28.9% | -31.0% |
| 6M | -2.8% | +2.1% | -4.9% | -3.8% |
| YTD | -15.8% | +11.5% | -27.3% | -20.0% |
| 1Y | -20.7% | +13.5% | -34.2% | -25.2% |
| 3Y | -22.0% | +77.7% | -99.7% | -39.2% |
| 5Y | -33.3% | +72.6% | -105.9% | -47.5% |
| 10Y | -70.1% | +308.2% | -378.2% | -83.1% |
| All | -91.8% | +614.2% | -706.0% | -96.2% |
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