-39.3%
SLNHP vs SPY
+86.2%
-125.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | +8.1% | -0.9% | +9.0% | +8.5% |
| 3M | +16.6% | +3.9% | +12.7% | +14.7% |
| 6M | +33.8% | +14.5% | +19.3% | +26.6% |
| YTD | +34.4% | +12.9% | +21.5% | +27.7% |
| 1Y | +440.4% | +19.4% | +421.1% | +404.7% |
| 3Y | +813.7% | +78.5% | +735.2% | +592.6% |
| 5Y | -41.4% | +81.8% | -123.1% | -57.8% |
| All | -39.3% | +86.2% | -125.5% | -56.5% |
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 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