-14.9%
SNPS vs SPYG
+98.4%
-113.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | -5.5% | +0.3% | -5.8% | -5.9% |
| 30D | -4.5% | -1.7% | -2.8% | -2.2% |
| 3M | -15.5% | +3.6% | -19.1% | -19.4% |
| 6M | -10.1% | +16.6% | -26.7% | -26.2% |
| YTD | -16.3% | +13.4% | -29.7% | -28.6% |
| 1Y | -34.9% | +19.6% | -54.5% | -48.2% |
| All | -14.9% | +98.4% | -113.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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