-81.6%
SNAL vs SPY
+104.3%
-185.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +2.6% |
| 7D | -5.0% | +0.1% | -5.1% | -4.7% |
| 30D | -8.8% | -3.3% | -5.5% | -3.5% |
| 3M | -56.4% | -2.4% | -54.0% | -54.6% |
| 6M | -13.8% | +2.6% | -16.3% | -17.2% |
| YTD | -53.4% | +11.2% | -64.7% | -60.6% |
| 1Y | -59.4% | +13.4% | -72.8% | -66.5% |
| 3Y | -68.2% | +79.9% | -148.1% | -84.5% |
| All | -81.6% | +104.3% | -185.9% | -92.4% |
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