+46.1%
DE vs SNY
+2.7%
+43.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +0.4% |
| 7D | +5.6% | +12.4% | -6.8% | +2.5% |
| 30D | -0.8% | +20.1% | -21.0% | -5.4% |
| 3M | +9.8% | +11.2% | -1.4% | +6.7% |
| 6M | +17.5% | +9.5% | +8.0% | +14.8% |
| YTD | +46.5% | +3.4% | +43.1% | +45.9% |
| 1Y | +46.1% | +2.0% | +44.1% | +46.3% |
| All | +46.1% | +2.7% | +43.4% | +46.3% |
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 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