-78.2%
SLNH vs SPY
+77.4%
-155.5%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.0% |
| 7D | +8.1% | +0.1% | +8.0% | +8.1% |
| 30D | +1.7% | +0.1% | +1.6% | +2.0% |
| 3M | -20.5% | +2.0% | -22.5% | -24.0% |
| 6M | +26.3% | +13.0% | +13.3% | -3.8% |
| YTD | +2.6% | +13.5% | -11.0% | -20.8% |
| 1Y | +160.9% | +20.0% | +140.9% | +84.0% |
| All | -78.2% | +77.4% | -155.5% | -90.8% |
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