+73.7%
SPY vs SN
+496.6%
-423.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.9% | -5.6% | +4.7% | -0.1% |
| 3M | +3.9% | +48.1% | -44.2% | -2.8% |
| 6M | +14.5% | +57.6% | -43.1% | +5.7% |
| YTD | +12.9% | +56.5% | -43.6% | +4.1% |
| 1Y | +19.4% | +52.6% | -33.2% | +10.1% |
| 3Y | +78.5% | +412.0% | -333.5% | +47.9% |
| All | +73.7% | +496.6% | -423.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling