+230.1%
B vs SNY
+241.9%
-11.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.6% |
| 30D | +6.3% | -2.2% | +8.5% | +6.9% |
| 3M | +12.1% | -3.0% | +15.2% | +12.9% |
| 6M | -3.1% | +2.7% | -5.8% | -3.9% |
| YTD | +2.0% | -6.8% | +8.8% | +3.4% |
| 1Y | +51.7% | -5.3% | +56.9% | +53.0% |
| 3Y | +190.5% | -9.8% | +200.3% | +190.9% |
| 5Y | +158.0% | +9.7% | +148.3% | +143.5% |
| 10Y | +205.5% | +64.5% | +141.0% | +157.0% |
| All | +230.1% | +241.9% | -11.8% | +118.8% |
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 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