-86.0%
SNWV vs SPY
+32.1%
-118.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | -0.4% | +15.6% | +15.6% |
| 7D | -16.9% | +2.6% | -19.5% | -20.0% |
| 30D | -64.6% | -2.0% | -62.6% | -61.1% |
| 3M | -61.8% | -2.8% | -59.1% | -57.8% |
| 6M | -90.4% | +2.1% | -92.5% | -89.8% |
| YTD | -93.9% | +11.5% | -105.4% | -94.0% |
| 1Y | -94.6% | +13.5% | -108.0% | -94.7% |
| All | -86.0% | +32.1% | -118.2% | -87.3% |
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