+61.8%
VNQ vs SNY
+64.5%
-2.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.3% | -3.3% | +2.1% | -0.3% |
| 30D | -2.6% | -2.2% | -0.4% | -2.0% |
| 3M | -2.0% | -3.0% | +1.0% | -1.3% |
| 6M | +4.3% | +2.7% | +1.6% | +3.3% |
| YTD | +9.2% | -6.8% | +16.1% | +11.1% |
| 1Y | +5.6% | -5.3% | +10.9% | +6.6% |
| 3Y | +30.8% | -9.8% | +40.6% | +31.2% |
| 5Y | +8.0% | +9.7% | -1.7% | -1.6% |
| All | +61.8% | +64.5% | -2.7% | +33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling