+663.8%
SNN vs SPY
+760.7%
-96.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.4% | +2.6% | -2.2% | -1.3% |
| 30D | +12.2% | -2.0% | +14.2% | +13.5% |
| 3M | +5.1% | -2.8% | +7.9% | +6.9% |
| 6M | +6.1% | +2.1% | +4.0% | +4.2% |
| YTD | -2.1% | +11.5% | -13.6% | -9.3% |
| 1Y | -2.5% | +13.5% | -16.0% | -10.8% |
| 3Y | +35.9% | +77.7% | -41.8% | -8.2% |
| 5Y | +0.6% | +72.6% | -72.0% | -31.0% |
| 10Y | +43.5% | +308.2% | -264.7% | -42.5% |
| All | +663.8% | +760.7% | -96.9% | +85.7% |
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 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