-78.7%
CAPR vs SNY
+64.5%
-143.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -11.0% | -3.3% | -7.6% | -9.9% |
| 30D | +99.8% | -2.2% | +101.9% | +101.5% |
| 3M | -66.6% | -3.0% | -63.5% | -66.4% |
| 6M | -75.1% | +2.7% | -77.8% | -75.4% |
| YTD | -71.0% | -6.8% | -64.2% | -70.4% |
| 1Y | +30.0% | -5.3% | +35.2% | +31.3% |
| 3Y | +29.0% | -9.8% | +38.8% | +30.6% |
| 5Y | +70.8% | +9.7% | +61.1% | +58.3% |
| All | -78.7% | +64.5% | -143.2% | -84.1% |
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