-12.1%
DOW vs SNY
+31.6%
-43.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.4% | -3.3% | +1.9% | -0.2% |
| 30D | -3.9% | -2.2% | -1.8% | -3.3% |
| 3M | -12.7% | -3.0% | -9.6% | -12.0% |
| 6M | -13.7% | +2.7% | -16.4% | -15.6% |
| YTD | +28.4% | -6.8% | +35.2% | +30.6% |
| 1Y | +21.8% | -5.3% | +27.0% | +22.9% |
| 3Y | -35.7% | -9.8% | -25.9% | -35.4% |
| 5Y | -36.8% | +9.7% | -46.5% | -44.9% |
| All | -12.1% | +31.6% | -43.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling