+125.2%
SNX vs SPY
+81.0%
+44.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.5% |
| 30D | +1.8% | -1.4% | +3.1% | +3.3% |
| 3M | -5.2% | +3.7% | -8.9% | -8.8% |
| 6M | +66.4% | +13.0% | +53.4% | +46.3% |
| YTD | +73.2% | +12.4% | +60.8% | +53.4% |
| 1Y | +74.8% | +18.5% | +56.3% | +46.6% |
| 3Y | +171.1% | +77.6% | +93.5% | +47.1% |
| 5Y | +125.2% | +81.7% | +43.5% | +16.5% |
| All | +125.2% | +81.0% | +44.2% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling