+451.4%
SNX vs SPY
+318.9%
+132.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -2.7% | -2.0% | -0.7% | -0.3% |
| 30D | +0.6% | -1.7% | +2.3% | +2.6% |
| 3M | -4.4% | +4.7% | -9.1% | -9.5% |
| 6M | +65.0% | +12.5% | +52.5% | +43.9% |
| YTD | +71.4% | +11.7% | +59.7% | +51.0% |
| 1Y | +70.2% | +17.5% | +52.7% | +41.5% |
| 3Y | +168.3% | +76.6% | +91.7% | +36.5% |
| 5Y | +130.1% | +82.0% | +48.1% | +12.8% |
| All | +451.4% | +318.9% | +132.6% | -7.3% |
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 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