-65.2%
SLSN vs SPY
+82.0%
-147.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 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% | -37.9% |
| 6M | -28.0% | +13.0% | -41.0% | -33.7% |
| YTD | -46.9% | +13.5% | -60.4% | -51.1% |
| 1Y | -75.9% | +20.0% | -95.9% | -78.5% |
| 3Y | -24.1% | +77.2% | -101.3% | -46.4% |
| All | -65.2% | +82.0% | -147.2% | -74.2% |
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