+106.4%
SNY vs VIG
+610.7%
-504.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -3.6% | -2.2% | -1.4% | -1.8% |
| 30D | -1.9% | -3.2% | +1.3% | +0.8% |
| 3M | -2.0% | +3.0% | -5.0% | -4.4% |
| 6M | +2.5% | +8.1% | -5.6% | -4.0% |
| YTD | -7.0% | +9.1% | -16.0% | -13.6% |
| 1Y | -4.4% | +12.6% | -17.0% | -13.5% |
| 3Y | -8.4% | +55.4% | -63.8% | -37.8% |
| 5Y | +9.5% | +62.8% | -53.2% | -30.2% |
| 10Y | +64.3% | +246.6% | -182.3% | -51.7% |
| All | +106.4% | +610.7% | -504.3% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling