+308.3%
SNEX vs SPY
+72.1%
+236.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +5.4% | +2.6% | +2.8% | +3.1% |
| 30D | -4.5% | -2.0% | -2.5% | -2.6% |
| 3M | -14.3% | -2.8% | -11.5% | -12.0% |
| 6M | -26.0% | +2.1% | -28.1% | -27.3% |
| YTD | +35.4% | +11.5% | +23.9% | +23.6% |
| 1Y | +44.9% | +13.5% | +31.4% | +30.5% |
| 3Y | +194.0% | +77.7% | +116.3% | +87.8% |
| All | +308.3% | +72.1% | +236.2% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling