-15.0%
SLSN vs SPY
+80.4%
-95.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -10.5% | +0.1% | -10.6% | -10.6% |
| 30D | -20.6% | +0.1% | -20.6% | -20.6% |
| 3M | -37.0% | +2.0% | -39.0% | -38.0% |
| 6M | -28.0% | +13.0% | -41.0% | -33.8% |
| YTD | -46.9% | +13.5% | -60.4% | -51.1% |
| 1Y | -75.9% | +20.0% | -95.9% | -78.3% |
| All | -15.0% | +80.4% | -95.4% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling