+32.9%
A vs SNY
-9.6%
+42.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | -2.6% | -3.3% | +0.7% | -1.6% |
| 30D | -0.9% | -2.2% | +1.3% | -0.2% |
| 3M | +13.6% | -3.0% | +16.7% | +14.6% |
| 6M | +27.8% | +2.7% | +25.1% | +26.5% |
| YTD | +8.6% | -6.8% | +15.5% | +10.6% |
| 1Y | +16.9% | -5.3% | +22.1% | +18.3% |
| 3Y | +32.9% | -9.8% | +42.7% | +36.8% |
| All | +32.9% | -9.6% | +42.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling