+447.1%
ASX vs SNY
+9.1%
+437.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | +6.5% | -3.6% | +10.1% | +6.9% |
| 30D | +3.1% | -1.9% | +5.1% | +3.3% |
| 3M | +17.4% | -2.0% | +19.3% | +17.3% |
| 6M | +85.4% | +2.5% | +82.9% | +83.4% |
| YTD | +150.1% | -7.0% | +157.0% | +151.6% |
| 1Y | +256.3% | -4.4% | +260.7% | +255.7% |
| 3Y | +446.9% | -8.4% | +455.3% | +446.6% |
| 5Y | +447.1% | +9.5% | +437.5% | +416.4% |
| All | +447.1% | +9.1% | +437.9% | +416.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling