+56.7%
D vs SNY
-9.6%
+66.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.2% | -3.3% | +1.1% | -1.6% |
| 30D | -4.5% | -2.2% | -2.3% | -4.1% |
| 3M | -2.5% | -3.0% | +0.5% | -2.1% |
| 6M | +5.5% | +2.7% | +2.8% | +4.9% |
| YTD | +13.3% | -6.8% | +20.1% | +14.4% |
| 1Y | +11.8% | -5.3% | +17.1% | +12.3% |
| 3Y | +56.7% | -9.8% | +66.5% | +57.7% |
| All | +56.7% | -9.6% | +66.3% | +57.7% |
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 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