-77.7%
SLNH vs SPY
+78.7%
-156.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.3% | -7.6% |
| 7D | +15.2% | +3.3% | +11.9% | +5.9% |
| 30D | -32.9% | -2.7% | -30.2% | -26.0% |
| 3M | -60.7% | -1.7% | -59.0% | -57.6% |
| 6M | -70.2% | +3.1% | -73.3% | -71.7% |
| YTD | -54.7% | +11.9% | -66.6% | -63.0% |
| 1Y | -74.9% | +12.0% | -86.9% | -79.2% |
| All | -77.7% | +78.7% | -156.5% | -92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling