+125.2%
SNX vs SPY
+72.1%
+53.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -1.6% |
| 7D | +8.6% | +2.6% | +6.0% | +5.7% |
| 30D | -9.8% | -2.0% | -7.8% | -7.5% |
| 3M | -6.5% | -2.8% | -3.7% | -3.1% |
| 6M | +2.9% | +2.1% | +0.8% | +1.2% |
| YTD | +59.6% | +11.5% | +48.1% | +43.6% |
| 1Y | +59.4% | +13.5% | +45.9% | +41.0% |
| 3Y | +160.7% | +77.7% | +83.0% | +43.7% |
| All | +125.2% | +72.1% | +53.1% | +26.9% |
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 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