-99.7%
SNTI vs SPY
+95.4%
-195.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.8% |
| 7D | -12.6% | -0.4% | -12.2% | -12.1% |
| 30D | -14.3% | -1.4% | -13.0% | -12.6% |
| 3M | -67.0% | +3.7% | -70.7% | -68.5% |
| 6M | -69.3% | +13.0% | -82.3% | -73.5% |
| YTD | -71.2% | +12.4% | -83.6% | -75.0% |
| 1Y | -77.0% | +18.5% | -95.5% | -81.1% |
| 3Y | -95.3% | +77.6% | -172.9% | -97.7% |
| 5Y | -99.7% | +81.7% | -181.4% | -99.9% |
| All | -99.7% | +95.4% | -195.1% | -99.9% |
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