+683.1%
SNEX vs SPY
+315.0%
+368.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.2% | +2.1% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | -7.3% | -3.3% | -4.0% | -3.9% |
| 3M | -13.8% | -2.4% | -11.4% | -11.5% |
| 6M | -30.2% | +2.6% | -32.7% | -32.0% |
| YTD | +34.3% | +11.2% | +23.0% | +20.8% |
| 1Y | +43.4% | +13.4% | +30.0% | +26.7% |
| 3Y | +196.8% | +79.9% | +116.9% | +63.9% |
| 5Y | +303.4% | +72.2% | +231.2% | +130.8% |
| 10Y | +683.1% | +307.3% | +375.8% | +73.8% |
| All | +683.1% | +315.0% | +368.1% | +73.8% |
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