+34.1%
SNDX vs SPY
+322.5%
-288.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.3% |
| 7D | -11.6% | -0.8% | -10.8% | -10.8% |
| 30D | -8.2% | -1.1% | -7.1% | -7.1% |
| 3M | +1.5% | +3.9% | -2.4% | -2.9% |
| 6M | -25.6% | +13.6% | -39.2% | -35.7% |
| YTD | -13.5% | +12.7% | -26.1% | -24.5% |
| 1Y | +11.1% | +17.5% | -6.4% | -7.8% |
| 3Y | +4.7% | +76.9% | -72.2% | -44.1% |
| 5Y | -0.7% | +83.6% | -84.2% | -49.4% |
| All | +34.1% | +322.5% | -288.4% | -68.6% |
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