+361.5%
ALL vs SNY
+64.5%
+297.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -2.3% | -3.3% | +1.1% | -1.4% |
| 30D | -0.4% | -2.2% | +1.7% | +0.1% |
| 3M | +16.0% | -3.0% | +19.1% | +16.9% |
| 6M | +24.6% | +2.7% | +21.8% | +23.3% |
| YTD | +23.7% | -6.8% | +30.5% | +25.5% |
| 1Y | +27.7% | -5.3% | +33.0% | +28.7% |
| 3Y | +150.2% | -9.8% | +160.0% | +149.4% |
| 5Y | +117.1% | +9.7% | +107.4% | +96.0% |
| All | +361.5% | +64.5% | +297.0% | +281.1% |
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