+134.5%
SNOY vs SPY
+47.0%
+87.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -1.8% |
| 30D | +2.5% | -1.1% | +3.5% | +3.9% |
| 3M | +33.1% | +3.9% | +29.2% | +27.3% |
| 6M | +80.5% | +13.6% | +66.9% | +54.6% |
| YTD | +48.3% | +12.7% | +35.6% | +28.8% |
| 1Y | +43.6% | +17.5% | +26.1% | +18.8% |
| All | +134.5% | +47.0% | +87.5% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling