+819.0%
SNEX vs SPY
+311.3%
+507.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | +1.9% | +0.5% | +1.3% | +1.3% |
| 30D | +4.9% | -0.9% | +5.8% | +5.9% |
| 3M | -12.0% | +3.9% | -15.9% | -15.4% |
| 6M | +43.8% | +14.5% | +29.3% | +24.9% |
| YTD | +63.4% | +12.9% | +50.4% | +44.5% |
| 1Y | +61.3% | +19.4% | +42.0% | +35.0% |
| 3Y | +284.4% | +78.5% | +206.0% | +113.3% |
| 5Y | +411.1% | +81.8% | +329.4% | +174.9% |
| 10Y | +819.0% | +311.5% | +507.4% | +94.7% |
| All | +819.0% | +311.3% | +507.7% | +94.7% |
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