-100.0%
SNES vs SPY
+300.6%
-400.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.6% |
| 7D | -7.4% | +0.1% | -7.5% | -7.5% |
| 30D | -38.7% | +0.1% | -38.7% | -38.7% |
| 3M | -39.4% | +2.0% | -41.4% | -40.0% |
| 6M | -53.5% | +13.0% | -66.5% | -56.7% |
| YTD | -53.3% | +13.5% | -66.8% | -56.6% |
| 1Y | -79.5% | +20.0% | -99.5% | -81.4% |
| 3Y | -98.5% | +77.2% | -175.7% | -98.9% |
| 5Y | -100.0% | +81.9% | -181.9% | -100.0% |
| All | -100.0% | +300.6% | -400.6% | -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