-70.5%
SNOA vs SPY
+14.6%
-85.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -4.6% |
| 7D | -2.6% | -0.7% | -1.9% | -1.7% |
| 30D | -9.0% | -1.0% | -8.0% | -7.7% |
| 3M | -7.5% | -0.3% | -7.2% | -7.0% |
| 6M | -9.0% | +7.3% | -16.4% | -15.3% |
| YTD | -69.5% | +13.3% | -82.8% | -73.4% |
| 1Y | -70.5% | +14.8% | -85.3% | -74.5% |
| All | -70.5% | +14.6% | -85.1% | -74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling