-3.0%
SNAG vs SPY
+12.4%
-15.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.5% | +11.7% |
| 7D | -6.6% | -2.0% | -4.6% | +2.6% |
| 30D | -2.6% | -1.7% | -1.0% | +5.5% |
| 3M | -6.9% | +4.7% | -11.6% | -21.3% |
| 6M | -3.0% | +12.5% | -15.5% | -44.2% |
| All | -3.0% | +12.4% | -15.4% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling