+65.3%
SNDX vs SPY
+357.3%
-292.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -4.5% | -0.4% | -4.2% | -4.1% |
| 30D | -2.6% | -1.4% | -1.2% | -1.1% |
| 3M | +12.2% | +3.7% | +8.4% | +7.4% |
| 6M | -16.9% | +13.0% | -29.9% | -27.8% |
| YTD | -5.6% | +12.4% | -18.0% | -17.5% |
| 1Y | +24.5% | +18.5% | +6.0% | +2.3% |
| 3Y | +13.4% | +77.6% | -64.3% | -40.0% |
| 5Y | +9.9% | +81.7% | -71.8% | -43.6% |
| 10Y | +48.3% | +319.7% | -271.4% | -70.1% |
| All | +65.3% | +357.3% | -292.0% | -56.9% |
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