-87.7%
SLON vs SPY
+18.8%
-106.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -1.4% |
| 7D | -10.7% | -2.7% | -8.0% | +1.1% |
| 30D | -42.0% | -5.4% | -36.6% | -23.6% |
| 3M | +35.1% | -4.1% | +39.2% | +69.4% |
| 6M | -19.3% | +0.7% | -20.0% | -20.0% |
| YTD | -67.1% | +8.7% | -75.8% | -75.2% |
| 1Y | -81.4% | +10.9% | -92.3% | -87.3% |
| All | -87.7% | +18.8% | -106.5% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling