+1,382.8%
EAT vs SNY
+241.9%
+1,140.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -7.7% | -3.3% | -4.4% | -6.6% |
| 30D | -13.6% | -2.2% | -11.4% | -12.9% |
| 3M | +33.9% | -3.0% | +36.9% | +35.0% |
| 6M | +47.2% | +2.7% | +44.5% | +45.4% |
| YTD | +48.1% | -6.8% | +54.9% | +51.1% |
| 1Y | +33.7% | -5.3% | +38.9% | +35.2% |
| 3Y | +595.8% | -9.8% | +605.6% | +589.9% |
| 5Y | +314.4% | +9.7% | +304.7% | +271.5% |
| 10Y | +375.1% | +64.5% | +310.6% | +259.2% |
| All | +1,382.8% | +241.9% | +1,140.8% | +650.0% |
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