-76.8%
SNAL vs SPY
+107.4%
-184.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +4.0% |
| 7D | -5.1% | +0.5% | -5.6% | -5.9% |
| 30D | -45.1% | -0.9% | -44.1% | -44.4% |
| 3M | -31.0% | +3.9% | -34.8% | -35.5% |
| 6M | -22.6% | +14.5% | -37.1% | -37.0% |
| YTD | -41.3% | +12.9% | -54.2% | -51.7% |
| 1Y | -38.9% | +19.4% | -58.3% | -52.6% |
| 3Y | -53.8% | +78.5% | -132.3% | -77.4% |
| All | -76.8% | +107.4% | -184.2% | -90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling