-37.7%
DG vs SNY
+9.4%
-47.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -6.5% | -3.3% | -3.2% | -5.9% |
| 30D | +4.2% | -2.2% | +6.3% | +4.5% |
| 3M | +9.5% | -3.0% | +12.5% | +10.0% |
| 6M | -13.1% | +2.7% | -15.9% | -13.5% |
| YTD | -4.8% | -6.8% | +2.0% | -4.0% |
| 1Y | +20.6% | -5.3% | +25.9% | +21.3% |
| 3Y | +4.9% | -9.8% | +14.7% | +5.4% |
| All | -37.7% | +9.4% | -47.2% | -40.7% |
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 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