-100.0%
SLXN vs SPY
+75.5%
-175.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.9% | -0.6% | +21.5% | +22.2% |
| 7D | +20.2% | -2.0% | +22.2% | +25.6% |
| 30D | -59.1% | -1.7% | -57.5% | -58.0% |
| 3M | -86.2% | +4.7% | -90.9% | -87.6% |
| 6M | -97.7% | +12.5% | -110.3% | -98.2% |
| YTD | -97.8% | +11.7% | -109.5% | -98.2% |
| 1Y | -99.1% | +17.5% | -116.5% | -99.3% |
| All | -100.0% | +75.5% | -175.5% | -100.0% |
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