+95.3%
SNA vs SPY
+82.3%
+13.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -2.0% | -0.8% | -1.2% | -1.4% |
| 30D | -7.5% | -1.1% | -6.4% | -6.7% |
| 3M | -1.8% | +3.9% | -5.7% | -4.7% |
| 6M | +2.9% | +13.6% | -10.7% | -7.0% |
| YTD | +11.1% | +12.7% | -1.6% | +1.0% |
| 1Y | +16.2% | +17.5% | -1.4% | +2.0% |
| 3Y | +55.6% | +76.9% | -21.3% | -1.6% |
| All | +95.3% | +82.3% | +13.0% | +18.4% |
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 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