+22.2%
A vs SNY
+2.7%
+19.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.1% |
| 7D | -2.4% | +12.4% | -14.8% | -5.2% |
| 30D | +3.6% | +20.1% | -16.6% | -1.4% |
| 3M | +27.5% | +11.2% | +16.2% | +24.2% |
| 6M | +58.5% | +9.5% | +49.0% | +55.0% |
| YTD | +31.2% | +3.4% | +27.8% | +30.7% |
| 1Y | +22.2% | +2.0% | +20.2% | +22.6% |
| All | +22.2% | +2.7% | +19.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling