-100.0%
SNES vs SPY
+298.4%
-398.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.5% | -10.5% | -10.7% |
| 7D | -17.6% | +0.5% | -18.1% | -17.8% |
| 30D | -31.0% | -0.9% | -30.1% | -30.6% |
| 3M | -44.7% | +3.9% | -48.6% | -45.9% |
| 6M | -59.0% | +14.5% | -73.5% | -62.1% |
| YTD | -58.4% | +12.9% | -71.3% | -61.2% |
| 1Y | -82.3% | +19.4% | -101.6% | -83.9% |
| 3Y | -98.6% | +78.5% | -177.1% | -99.0% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| All | -100.0% | +298.4% | -398.4% | -100.0% |
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 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