-68.1%
SNWV vs SPY
+33.8%
-101.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.6% |
| 7D | -9.6% | +0.5% | -10.1% | -10.0% |
| 30D | -29.3% | -0.9% | -28.3% | -28.8% |
| 3M | -71.4% | +3.9% | -75.3% | -72.3% |
| 6M | -82.0% | +14.5% | -96.6% | -83.9% |
| YTD | -86.1% | +12.9% | -99.0% | -87.4% |
| 1Y | -88.4% | +19.4% | -107.8% | -89.9% |
| All | -68.1% | +33.8% | -101.9% | -73.4% |
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