+22.6%
D vs SNY
+2.7%
+19.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +3.3% |
| 7D | +8.5% | +12.4% | -3.9% | +5.8% |
| 30D | +14.3% | +20.1% | -5.8% | +10.1% |
| 3M | +1.8% | +11.2% | -9.4% | -0.8% |
| 6M | +13.0% | +9.5% | +3.5% | +10.3% |
| YTD | +22.7% | +3.4% | +19.4% | +20.1% |
| 1Y | +22.6% | +2.0% | +20.6% | +19.9% |
| All | +22.6% | +2.7% | +19.9% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling