+24.3%
SLSN vs SPY
+311.3%
-287.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -4.4% | +0.5% | -4.9% | -4.7% |
| 30D | -18.7% | -0.9% | -17.7% | -18.4% |
| 3M | -27.5% | +3.9% | -31.4% | -28.6% |
| 6M | -13.9% | +14.5% | -28.4% | -18.1% |
| YTD | -45.6% | +12.9% | -58.5% | -47.9% |
| 1Y | -73.7% | +19.4% | -93.1% | -75.2% |
| 3Y | -13.0% | +78.5% | -91.5% | -27.6% |
| 5Y | -63.6% | +81.8% | -145.3% | -69.9% |
| 10Y | +24.3% | +311.5% | -287.2% | -2.7% |
| All | +24.3% | +311.3% | -287.0% | -2.7% |
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