-100.0%
SNES vs SPY
+283.4%
-383.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +2.3% | -2.7% | +5.0% | +4.0% |
| 30D | +44.4% | -5.4% | +49.8% | +49.3% |
| 3M | -13.0% | -4.1% | -8.9% | -10.8% |
| 6M | -24.8% | +0.7% | -25.5% | -24.9% |
| YTD | -48.4% | +8.7% | -57.0% | -50.7% |
| 1Y | -63.7% | +10.9% | -74.5% | -65.6% |
| 3Y | -97.1% | +75.0% | -172.1% | -97.8% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +283.4% | -383.4% | -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 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