-100.0%
SNES vs SPY
+293.3%
-393.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.8% |
| 7D | -22.0% | +2.6% | -24.6% | -23.3% |
| 30D | +34.7% | -2.0% | +36.7% | +36.1% |
| 3M | -31.3% | -2.8% | -28.5% | -30.2% |
| 6M | -52.4% | +2.1% | -54.5% | -52.9% |
| YTD | -59.7% | +11.5% | -71.2% | -62.2% |
| 1Y | -69.5% | +13.5% | -83.0% | -71.6% |
| 3Y | -96.6% | +77.7% | -174.3% | -97.4% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +293.3% | -393.3% | -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