+5.0%
SNN vs SPY
+318.9%
-313.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -3.7% | -2.0% | -1.7% | -2.3% |
| 30D | -8.0% | -1.7% | -6.3% | -6.9% |
| 3M | -10.6% | +4.7% | -15.4% | -13.9% |
| 6M | -15.2% | +12.5% | -27.7% | -22.8% |
| YTD | -14.5% | +11.7% | -26.3% | -21.8% |
| 1Y | -25.5% | +17.5% | -43.0% | -34.5% |
| 3Y | +12.7% | +76.6% | -63.9% | -29.2% |
| 5Y | -15.1% | +82.0% | -97.1% | -48.4% |
| All | +5.0% | +318.9% | -313.9% | -66.0% |
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