+1,457.5%
SPYG vs SNY
+241.9%
+1,215.5%
-51.3%
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% | +0.8% |
| 7D | -0.9% | -3.3% | +2.4% | +0.3% |
| 30D | -1.5% | -2.2% | +0.6% | -0.8% |
| 3M | +3.7% | -3.0% | +6.8% | +4.5% |
| 6M | +16.4% | +2.7% | +13.7% | +14.5% |
| YTD | +13.3% | -6.8% | +20.2% | +15.3% |
| 1Y | +17.9% | -5.3% | +23.1% | +18.7% |
| 3Y | +98.3% | -9.8% | +108.1% | +96.2% |
| 5Y | +86.4% | +9.7% | +76.8% | +67.0% |
| 10Y | +421.9% | +64.5% | +357.4% | +288.8% |
| All | +1,457.5% | +241.9% | +1,215.5% | +647.5% |
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 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