-33.1%
EL vs SNY
-9.6%
-23.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -6.5% | -3.3% | -3.2% | -5.3% |
| 30D | +11.1% | -2.2% | +13.3% | +12.2% |
| 3M | +10.7% | -3.0% | +13.8% | +12.0% |
| 6M | +6.9% | +2.7% | +4.1% | +5.7% |
| YTD | -6.3% | -6.8% | +0.6% | -4.0% |
| 1Y | +13.5% | -5.3% | +18.7% | +15.3% |
| 3Y | -33.1% | -9.8% | -23.3% | -29.9% |
| All | -33.1% | -9.6% | -23.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling