-82.9%
SLON vs SPY
+22.8%
-105.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | +0.7% |
| 7D | +5.5% | -0.4% | +5.9% | +7.9% |
| 30D | +71.9% | -1.4% | +73.3% | +85.2% |
| 3M | +120.8% | +3.7% | +117.1% | +85.0% |
| 6M | +15.3% | +13.0% | +2.3% | -37.2% |
| YTD | -54.2% | +12.4% | -66.6% | -71.2% |
| 1Y | -88.8% | +18.5% | -107.4% | -94.4% |
| All | -82.9% | +22.8% | -105.7% | -93.1% |
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