+1,584.6%
SNFCA vs SPY
+3,074.3%
-1,489.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | +0.6% | +0.5% | 0.0% | +0.4% |
| 30D | -9.0% | -0.9% | -8.1% | -8.7% |
| 3M | -1.0% | +3.9% | -4.9% | -2.3% |
| 6M | +2.3% | +14.5% | -12.2% | -2.4% |
| YTD | +2.2% | +12.9% | -10.7% | -2.0% |
| 1Y | +7.8% | +19.4% | -11.5% | +1.5% |
| 3Y | +28.8% | +78.5% | -49.6% | +6.8% |
| 5Y | +29.2% | +81.8% | -52.5% | +5.7% |
| 10Y | +130.1% | +311.5% | -181.4% | +43.1% |
| All | +1,584.6% | +3,074.3% | -1,489.7% | +655.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling