+40.0%
SLSN vs SPY
+311.8%
-271.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | -9.0% | -2.4% | -6.6% | -8.0% |
| 3M | -10.8% | -1.2% | -9.6% | -10.3% |
| 6M | -39.3% | +3.3% | -42.6% | -40.0% |
| YTD | -43.1% | +12.3% | -55.4% | -45.3% |
| 1Y | -57.3% | +12.4% | -69.7% | -58.9% |
| 3Y | -5.2% | +78.8% | -84.0% | -21.0% |
| 5Y | -76.3% | +75.2% | -151.5% | -80.3% |
| 10Y | +40.0% | +311.1% | -271.1% | +18.3% |
| All | +40.0% | +311.8% | -271.8% | +18.3% |
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