+423.6%
COMP vs SNY
+22.5%
+401.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | +2.8% | -2.8% | -0.9% |
| 30D | +16.6% | +21.6% | -5.1% | +10.0% |
| 3M | -23.5% | +10.5% | -34.0% | -25.8% |
| 6M | +25.7% | +14.0% | +11.7% | +21.3% |
| YTD | -3.4% | +5.4% | -8.8% | -5.4% |
| 1Y | +7.6% | -2.5% | +10.0% | +6.4% |
| 3Y | +423.6% | +22.1% | +401.5% | +457.3% |
| All | +423.6% | +22.5% | +401.1% | +457.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling