-75.7%
SNAL vs SPY
+104.7%
-180.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -0.4% | +20.1% | +20.3% |
| 7D | +40.0% | +2.6% | +37.4% | +34.8% |
| 30D | +33.8% | -2.0% | +35.8% | +38.5% |
| 3M | -8.1% | -2.8% | -5.3% | -3.6% |
| 6M | +8.8% | +2.1% | +6.6% | +5.1% |
| YTD | -38.6% | +11.5% | -50.1% | -48.3% |
| 1Y | -44.0% | +13.5% | -57.5% | -53.8% |
| 3Y | -53.7% | +77.7% | -131.4% | -77.1% |
| All | -75.7% | +104.7% | -180.5% | -90.0% |
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