+636.1%
ED vs SNY
+241.9%
+394.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.8% | -3.3% | +2.5% | 0.0% |
| 30D | -0.4% | -2.2% | +1.7% | 0.0% |
| 3M | +0.5% | -3.0% | +3.5% | +1.0% |
| 6M | -3.1% | +2.7% | -5.9% | -4.0% |
| YTD | +9.8% | -6.8% | +16.7% | +11.1% |
| 1Y | +12.6% | -5.3% | +17.8% | +13.2% |
| 3Y | +31.4% | -9.8% | +41.2% | +31.4% |
| 5Y | +69.4% | +9.7% | +59.8% | +60.0% |
| 10Y | +108.7% | +64.5% | +44.2% | +77.0% |
| All | +636.1% | +241.9% | +394.1% | +376.6% |
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 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