-28.7%
COMP vs SNY
+7.6%
-36.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.5% |
| 7D | +0.8% | -3.6% | +4.5% | +1.7% |
| 30D | -13.9% | -1.4% | -12.4% | -13.5% |
| 3M | +30.7% | -4.2% | +34.9% | +32.0% |
| 6M | +18.7% | +2.0% | +16.7% | +18.6% |
| YTD | +1.0% | -6.7% | +7.7% | +2.5% |
| 1Y | +15.1% | -4.7% | +19.8% | +16.3% |
| 3Y | +219.8% | -8.1% | +227.9% | +222.6% |
| 5Y | -28.7% | +8.2% | -36.9% | -35.4% |
| All | -28.7% | +7.6% | -36.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling