-39.5%
SLNHP vs SPY
+85.8%
-125.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +7.9% | -1.1% | +9.0% | +8.4% |
| 3M | +12.0% | +3.9% | +8.2% | +10.2% |
| 6M | +41.2% | +13.6% | +27.6% | +34.0% |
| YTD | +33.9% | +12.7% | +21.2% | +27.3% |
| 1Y | +342.3% | +17.5% | +324.8% | +315.2% |
| 3Y | +766.4% | +76.9% | +689.5% | +560.0% |
| 5Y | -41.5% | +83.6% | -125.1% | -58.0% |
| All | -39.5% | +85.8% | -125.3% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling