+252.8%
SPOT vs SNY
+57.6%
+195.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.1% | -3.3% | +0.2% | -2.4% |
| 30D | +7.4% | -2.2% | +9.5% | +7.9% |
| 3M | +8.2% | -3.0% | +11.2% | +8.8% |
| 6M | +2.2% | +2.7% | -0.5% | +1.5% |
| YTD | -9.5% | -6.8% | -2.6% | -8.3% |
| 1Y | -23.8% | -5.3% | -18.6% | -23.3% |
| 3Y | +233.5% | -9.8% | +243.3% | +232.5% |
| 5Y | +112.2% | +9.7% | +102.5% | +96.4% |
| All | +252.8% | +57.6% | +195.2% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling