+274.2%
CME vs SNY
+64.5%
+209.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | +5.6% | -2.2% | +7.7% | +6.1% |
| 3M | +5.6% | -3.0% | +8.6% | +6.2% |
| 6M | -8.3% | +2.7% | -11.0% | -9.2% |
| YTD | +4.3% | -6.8% | +11.2% | +5.6% |
| 1Y | +9.1% | -5.3% | +14.4% | +9.6% |
| 3Y | +52.1% | -9.8% | +61.8% | +51.4% |
| 5Y | +79.7% | +9.7% | +70.0% | +63.4% |
| All | +274.2% | +64.5% | +209.7% | +196.5% |
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