+70.5%
SPY vs SN
+671.7%
-601.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -0.6% | +7.6% | -8.1% | -1.7% |
| 30D | -3.7% | +22.4% | -26.1% | -6.7% |
| 3M | -2.7% | +21.7% | -24.4% | -5.9% |
| 6M | +2.2% | +102.8% | -100.6% | -9.2% |
| YTD | +10.8% | +102.4% | -91.6% | -2.0% |
| 1Y | +11.2% | +139.0% | -127.7% | -4.3% |
| 3Y | +76.5% | +440.4% | -363.9% | +40.8% |
| All | +70.5% | +671.7% | -601.2% | +35.6% |
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