-77.5%
SNAL vs SPY
+108.5%
-186.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -5.7% |
| 7D | -13.7% | +0.1% | -13.8% | -13.8% |
| 30D | -39.6% | +0.1% | -39.7% | -39.8% |
| 3M | -37.6% | +2.0% | -39.6% | -39.9% |
| 6M | -24.4% | +13.0% | -37.4% | -37.7% |
| YTD | -43.1% | +13.5% | -56.6% | -53.6% |
| 1Y | -43.0% | +20.0% | -63.0% | -56.1% |
| 3Y | -59.8% | +77.2% | -137.0% | -80.1% |
| All | -77.5% | +108.5% | -186.0% | -91.1% |
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