-100.0%
SLNH vs SPY
+829.1%
-929.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +1.8% |
| 7D | -6.9% | +0.1% | -7.0% | -6.3% |
| 30D | -40.0% | -3.3% | -36.7% | -37.6% |
| 3M | -53.8% | -2.4% | -51.4% | -52.2% |
| 6M | -70.5% | +2.6% | -73.1% | -70.6% |
| YTD | -53.8% | +11.2% | -65.1% | -56.0% |
| 1Y | -79.3% | +13.4% | -92.7% | -80.5% |
| 3Y | -79.2% | +79.9% | -159.1% | -85.5% |
| 5Y | -99.8% | +72.2% | -172.0% | -99.9% |
| 10Y | -98.0% | +307.3% | -405.3% | -99.1% |
| All | -100.0% | +829.1% | -929.0% | -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