+851.5%
DE vs SNY
+64.5%
+787.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.6% | -3.3% | +0.8% | -1.6% |
| 30D | +9.0% | -2.2% | +11.2% | +9.6% |
| 3M | +19.1% | -3.0% | +22.2% | +20.0% |
| 6M | +14.4% | +2.7% | +11.6% | +13.0% |
| YTD | +45.9% | -6.8% | +52.8% | +48.5% |
| 1Y | +43.6% | -5.3% | +48.9% | +45.0% |
| 3Y | +75.9% | -9.8% | +85.7% | +76.0% |
| 5Y | +98.8% | +9.7% | +89.1% | +79.2% |
| All | +851.5% | +64.5% | +787.0% | +664.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling