+32.9%
SNTH vs SPY
+38.5%
-5.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | +0.3% |
| 30D | -2.2% | -2.4% | +0.2% | -0.3% |
| 3M | -3.4% | -1.2% | -2.3% | -2.5% |
| 6M | -1.2% | +3.3% | -4.5% | -3.7% |
| YTD | +7.2% | +12.3% | -5.1% | -2.0% |
| 1Y | +5.5% | +12.4% | -6.9% | -3.7% |
| All | +32.9% | +38.5% | -5.6% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling