+136.1%
SNFCA vs SPY
+322.5%
-186.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -5.5% | -1.1% | -4.4% | -5.1% |
| 3M | -2.6% | +3.9% | -6.5% | -4.1% |
| 6M | +5.8% | +13.6% | -7.8% | +0.6% |
| YTD | +2.4% | +12.7% | -10.2% | -2.3% |
| 1Y | +6.3% | +17.5% | -11.2% | -0.2% |
| 3Y | +29.1% | +76.9% | -47.8% | +6.2% |
| 5Y | +35.0% | +83.6% | -48.6% | +9.5% |
| All | +136.1% | +322.5% | -186.3% | +57.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling