-88.8%
SLSN vs SPY
+1,191.1%
-1,279.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.3% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | -11.8% | -3.3% | -8.4% | -10.0% |
| 3M | -15.9% | -2.4% | -13.5% | -14.7% |
| 6M | -33.3% | +2.6% | -35.9% | -34.1% |
| YTD | -43.8% | +11.2% | -55.0% | -46.6% |
| 1Y | -69.4% | +13.4% | -82.8% | -71.2% |
| 3Y | -6.3% | +79.9% | -86.1% | -32.6% |
| 5Y | -76.7% | +72.2% | -148.9% | -82.9% |
| 10Y | +40.6% | +307.3% | -266.7% | -42.8% |
| All | -88.8% | +1,191.1% | -1,279.8% | -98.4% |
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