+136.3%
SNOY vs SPY
+47.3%
+89.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.3% |
| 7D | +4.8% | +0.5% | +4.3% | +4.3% |
| 30D | +4.1% | -0.9% | +5.1% | +5.5% |
| 3M | +34.8% | +3.9% | +30.9% | +28.8% |
| 6M | +80.5% | +14.5% | +66.0% | +53.1% |
| YTD | +49.4% | +12.9% | +36.5% | +29.5% |
| 1Y | +44.6% | +19.4% | +25.3% | +17.5% |
| All | +136.3% | +47.3% | +89.0% | +56.9% |
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