+115.3%
SPOT vs SNY
+9.4%
+105.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.1% | -3.3% | +0.2% | -2.6% |
| 30D | +7.4% | -2.2% | +9.5% | +7.8% |
| 3M | +8.2% | -3.0% | +11.2% | +8.6% |
| 6M | +2.2% | +2.7% | -0.5% | +1.8% |
| YTD | -9.5% | -6.8% | -2.6% | -8.6% |
| 1Y | -23.8% | -5.3% | -18.6% | -23.4% |
| 3Y | +233.5% | -9.8% | +243.3% | +233.3% |
| All | +115.3% | +9.4% | +105.8% | +103.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling