+596.7%
SNN vs SPY
+776.6%
-179.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | -4.2% | +0.1% | -4.2% | -4.2% |
| 3M | -6.4% | +2.0% | -8.4% | -7.9% |
| 6M | -19.4% | +13.0% | -32.4% | -25.8% |
| YTD | -10.7% | +13.5% | -24.2% | -18.1% |
| 1Y | -21.5% | +20.0% | -41.5% | -30.6% |
| 3Y | +16.4% | +77.2% | -60.8% | -21.1% |
| 5Y | -15.0% | +81.9% | -96.9% | -43.6% |
| 10Y | +8.4% | +314.1% | -305.7% | -56.9% |
| All | +596.7% | +776.6% | -179.9% | +67.6% |
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