+44.0%
EAT vs SNY
+2.0%
+42.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | +1.9% | +3.4% | -1.5% | +1.2% |
| 3M | +68.7% | -0.3% | +69.0% | +68.3% |
| 6M | +66.9% | +1.0% | +65.9% | +66.3% |
| YTD | +60.4% | -3.6% | +64.1% | +60.7% |
| 1Y | +44.0% | +3.0% | +41.0% | +45.2% |
| All | +44.0% | +2.0% | +42.0% | +45.2% |
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 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