-49.3%
COMP vs SNY
+26.0%
-75.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | 0.0% | +2.8% | -2.8% | -0.7% |
| 30D | +16.6% | +21.6% | -5.1% | +11.3% |
| 3M | -23.5% | +10.5% | -34.0% | -25.3% |
| 6M | +25.7% | +14.0% | +11.7% | +22.1% |
| YTD | -3.4% | +5.4% | -8.8% | -4.8% |
| 1Y | +7.6% | -2.5% | +10.0% | +7.3% |
| 3Y | +423.6% | +22.1% | +401.5% | +400.1% |
| 5Y | -10.6% | +18.0% | -28.6% | -18.5% |
| All | -49.3% | +26.0% | -75.4% | -52.6% |
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