+12.6%
ED vs SNY
-4.5%
+17.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.8% | -3.3% | +2.5% | -0.5% |
| 30D | -0.4% | -2.2% | +1.7% | -0.3% |
| 3M | +0.5% | -3.0% | +3.5% | +0.6% |
| 6M | -3.1% | +2.7% | -5.9% | -2.8% |
| YTD | +9.8% | -6.8% | +16.7% | +9.8% |
| 1Y | +12.6% | -5.3% | +17.8% | +13.7% |
| All | +12.6% | -4.5% | +17.1% | +13.7% |
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