+227.7%
COMP vs SNY
-8.8%
+236.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.8% |
| 7D | +4.1% | -2.7% | +6.8% | +4.7% |
| 30D | -14.5% | -0.7% | -13.9% | -14.3% |
| 3M | +41.8% | -1.6% | +43.5% | +42.4% |
| 6M | +23.6% | +2.3% | +21.3% | +23.6% |
| YTD | +1.7% | -6.0% | +7.7% | +2.8% |
| 1Y | +12.6% | -2.7% | +15.2% | +13.5% |
| All | +227.7% | -8.8% | +236.5% | +230.3% |
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