+251.0%
SNY vs SPY
+1,091.1%
-840.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -3.6% | -0.4% | -3.3% | -3.4% |
| 30D | -1.4% | -1.4% | -0.1% | -0.4% |
| 3M | -4.2% | +3.7% | -7.9% | -7.0% |
| 6M | +2.0% | +13.0% | -11.0% | -7.4% |
| YTD | -6.7% | +12.4% | -19.1% | -15.0% |
| 1Y | -4.7% | +18.5% | -23.2% | -16.7% |
| 3Y | -8.1% | +77.6% | -85.8% | -42.8% |
| 5Y | +8.2% | +81.7% | -73.5% | -35.9% |
| 10Y | +64.8% | +319.7% | -254.8% | -54.9% |
| All | +251.0% | +1,091.1% | -840.1% | -64.7% |
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