-5.1%
SNXX vs SNY
+4.1%
-9.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -1.2% | -41.9% | -45.5% |
| 7D | -66.8% | +8.8% | -75.6% | -59.5% |
| 30D | -79.7% | +18.6% | -98.2% | -70.4% |
| 3M | -72.8% | +9.7% | -82.5% | -65.9% |
| 6M | -84.7% | +8.2% | -92.9% | -79.6% |
| All | -5.1% | +4.1% | -9.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling