-83.1%
SLON vs SPY
+24.1%
-107.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.9% | -5.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.1% |
| 30D | +76.9% | +0.1% | +76.9% | +77.8% |
| 3M | +93.9% | +2.0% | +91.9% | +80.9% |
| 6M | -3.4% | +13.0% | -16.5% | -46.1% |
| YTD | -54.9% | +13.5% | -68.5% | -73.0% |
| 1Y | -87.4% | +20.0% | -107.4% | -94.1% |
| All | -83.1% | +24.1% | -107.2% | -93.5% |
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