-33.1%
C vs SNY
+245.1%
-278.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.8% |
| 7D | +3.2% | -2.7% | +5.9% | +5.0% |
| 30D | +1.3% | -0.7% | +2.0% | +1.6% |
| 3M | +3.1% | -1.6% | +4.8% | +3.4% |
| 6M | +29.6% | +2.3% | +27.4% | +26.4% |
| YTD | +19.0% | -6.0% | +24.9% | +22.0% |
| 1Y | +45.6% | -2.7% | +48.3% | +44.7% |
| 3Y | +269.3% | -7.5% | +276.7% | +253.1% |
| 5Y | +131.6% | +6.7% | +124.9% | +91.4% |
| 10Y | +286.5% | +62.3% | +224.3% | +119.4% |
| All | -33.1% | +245.1% | -278.1% | -80.9% |
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