+3,991.9%
SNA vs SPY
+3,034.0%
+957.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.4% | +2.6% | -2.2% | -1.9% |
| 30D | +1.4% | -2.0% | +3.4% | +3.1% |
| 3M | -8.3% | -2.8% | -5.6% | -6.2% |
| 6M | +1.9% | +2.1% | -0.3% | -0.5% |
| YTD | +9.1% | +11.5% | -2.4% | -1.8% |
| 1Y | +12.6% | +13.5% | -0.8% | -0.2% |
| 3Y | +49.3% | +77.7% | -28.4% | -13.0% |
| 5Y | +90.0% | +72.6% | +17.3% | +12.5% |
| 10Y | +183.1% | +308.2% | -125.0% | -22.8% |
| All | +3,991.9% | +3,034.0% | +957.9% | +171.3% |
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