-47.8%
COMP vs SNY
+11.4%
-59.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | -5.5% | -3.3% | -2.2% | -4.7% |
| 30D | -17.4% | -2.2% | -15.3% | -17.0% |
| 3M | +24.4% | -3.0% | +27.4% | +25.2% |
| 6M | +21.8% | +2.7% | +19.0% | +21.6% |
| YTD | -0.6% | -6.8% | +6.3% | +0.9% |
| 1Y | +11.5% | -5.3% | +16.7% | +12.8% |
| 3Y | +220.4% | -9.8% | +230.2% | +224.6% |
| 5Y | -26.6% | +9.7% | -36.2% | -32.0% |
| All | -47.8% | +11.4% | -59.3% | -49.7% |
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