Slide Insurance Holdings, Inc (SLDE)

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The chart shows the growth of an initial investment of $10,000 in Slide Insurance Holdings, Inc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Jun 18, 2025, SLDE's average daily return is 0.00%, while the average monthly return is -0.14%.

Historically, 60% of months were positive and 40% were negative. The best month was Sep 2025 with a return of +18.0%, while the worst month was Aug 2025 at -28.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, SLDE closed higher 45% of trading days. The best single day was Sep 18, 2025 with a return of +16.3%, while the worst single day was Sep 17, 2025 at -9.5%.

Slide Insurance Holdings, Inc has an annualized alpha of -8.65%, beta of 0.66, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 20, 2025.

• This stock tended to rise when S&P 500 Index fell (downside capture of -507.84%), but participation in market rallies was also limited (-139.50%) — a profile typical of counter-cyclical assets.
• Beta of 0.66 may look defensive, but with R² of 0.02 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
• R² of 0.02 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

The table below present risk-adjusted performance metrics for Slide Insurance Holdings, Inc (SLDE) and compare them to a chosen benchmark (S&P 500 Index).

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Slide Insurance Holdings, Inc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Slide Insurance Holdings, Inc was 45.32%, occurring on Sep 17, 2025. The portfolio has not yet recovered.

The current Slide Insurance Holdings, Inc drawdown is 22.75%.

The chart below shows the rolling one-month volatility.

The chart below illustrates the trends in the financial health of Slide Insurance Holdings, Inc over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

The Valuation section provides an overview of how Slide Insurance Holdings, Inc is priced in the market compared to other companies in the Insurance - Property & Casualty industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.