-5.7%
DT vs SNY
+2.7%
-8.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.3% | -0.2% |
| 7D | -25.5% | +12.4% | -37.9% | -25.0% |
| 30D | -22.3% | +20.1% | -42.5% | -21.7% |
| 3M | +2.3% | +11.2% | -8.9% | +3.1% |
| 6M | +20.7% | +9.5% | +11.2% | +20.9% |
| YTD | +7.9% | +3.4% | +4.5% | +9.1% |
| 1Y | -5.7% | +2.0% | -7.8% | -4.6% |
| All | -5.7% | +2.7% | -8.5% | -4.6% |
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