-99.9%
SLNH vs SPY
+848.3%
-948.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +8.1% | +0.1% | +8.0% | +8.1% |
| 30D | +1.7% | +0.1% | +1.6% | +1.8% |
| 3M | -20.5% | +2.0% | -22.5% | -21.4% |
| 6M | +26.3% | +13.0% | +13.3% | +16.4% |
| YTD | +2.6% | +13.5% | -11.0% | -4.9% |
| 1Y | +160.9% | +20.0% | +140.9% | +133.8% |
| 3Y | -79.1% | +77.2% | -156.3% | -85.5% |
| 5Y | -99.5% | +81.9% | -181.4% | -99.7% |
| 10Y | -93.9% | +314.1% | -408.0% | -97.4% |
| All | -99.9% | +848.3% | -948.2% | -100.0% |
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