+967.2%
A vs SNY
+241.9%
+725.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.5% | +2.6% |
| 7D | -2.6% | -3.3% | +0.7% | -0.9% |
| 30D | -0.9% | -2.2% | +1.3% | +0.2% |
| 3M | +13.6% | -3.0% | +16.7% | +15.0% |
| 6M | +27.8% | +2.7% | +25.1% | +25.4% |
| YTD | +8.6% | -6.8% | +15.5% | +11.6% |
| 1Y | +16.9% | -5.3% | +22.1% | +18.9% |
| 3Y | +32.9% | -9.8% | +42.7% | +33.5% |
| 5Y | -14.1% | +9.7% | -23.8% | -24.5% |
| 10Y | +254.1% | +64.5% | +189.6% | +140.9% |
| All | +967.2% | +241.9% | +725.3% | +328.7% |
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