+9.9%
SNY vs VIG
+63.0%
-53.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | -3.3% | -1.1% | -2.3% | -2.8% |
| 30D | -2.2% | -2.7% | +0.6% | -0.7% |
| 3M | -3.0% | +2.5% | -5.6% | -4.3% |
| 6M | +2.7% | +9.2% | -6.5% | -1.9% |
| YTD | -6.8% | +9.8% | -16.7% | -11.3% |
| 1Y | -5.3% | +12.4% | -17.6% | -10.8% |
| 3Y | -9.8% | +55.9% | -65.7% | -28.4% |
| All | +9.9% | +63.0% | -53.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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