-26.2%
DT vs SNY
+9.4%
-35.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -1.0% |
| 30D | +3.0% | -2.2% | +5.2% | +3.4% |
| 3M | +26.5% | -3.0% | +29.5% | +27.0% |
| 6M | +35.9% | +2.7% | +33.2% | +34.8% |
| YTD | +17.8% | -6.8% | +24.7% | +18.9% |
| 1Y | +4.1% | -5.3% | +9.3% | +4.4% |
| 3Y | +5.3% | -9.8% | +15.1% | +5.5% |
| All | -26.2% | +9.4% | -35.6% | -30.4% |
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