+663.9%
SNEX vs SPY
+311.8%
+352.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.0% |
| 7D | +2.1% | -0.9% | +3.1% | +3.2% |
| 30D | -3.9% | -2.4% | -1.5% | -1.3% |
| 3M | -12.0% | -1.2% | -10.9% | -10.8% |
| 6M | -28.5% | +3.3% | -31.8% | -30.9% |
| YTD | +37.3% | +12.3% | +25.0% | +22.3% |
| 1Y | +45.3% | +12.4% | +32.8% | +29.4% |
| 3Y | +196.8% | +78.8% | +118.0% | +65.0% |
| 5Y | +309.2% | +75.2% | +234.1% | +129.9% |
| 10Y | +663.9% | +311.1% | +352.8% | +65.1% |
| All | +663.9% | +311.8% | +352.2% | +65.1% |
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