-98.9%
SNYR vs SPY
+34.2%
-133.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.3% | -6.5% |
| 7D | -1.9% | -0.8% | -1.2% | -1.8% |
| 30D | -24.6% | -1.1% | -23.6% | -24.5% |
| 3M | -50.0% | +3.9% | -53.9% | -50.2% |
| 6M | -92.2% | +13.6% | -105.8% | -92.2% |
| YTD | -94.6% | +12.7% | -107.2% | -94.6% |
| 1Y | -95.4% | +17.5% | -112.9% | -95.4% |
| All | -98.9% | +34.2% | -133.1% | -98.7% |
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