+53.8%
SNSR vs SPY
+77.0%
-23.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +0.9% |
| 7D | +0.6% | -0.8% | +1.3% | +1.7% |
| 30D | -3.9% | -1.1% | -2.9% | -2.4% |
| 3M | -4.9% | +3.9% | -8.8% | -9.6% |
| 6M | +24.6% | +13.6% | +11.0% | +5.3% |
| YTD | +29.6% | +12.7% | +16.9% | +10.9% |
| 1Y | +22.8% | +17.5% | +5.3% | -0.5% |
| 3Y | +53.8% | +76.9% | -23.1% | -26.7% |
| All | +53.8% | +77.0% | -23.2% | -26.7% |
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