+78.8%
ES vs SNY
+64.5%
+14.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.6% | -3.3% | -0.2% | -2.6% |
| 30D | -4.2% | -2.2% | -2.1% | -3.7% |
| 3M | +0.1% | -3.0% | +3.2% | +0.8% |
| 6M | -6.2% | +2.7% | -9.0% | -7.2% |
| YTD | +4.1% | -6.8% | +10.9% | +5.7% |
| 1Y | +10.2% | -5.3% | +15.4% | +11.2% |
| 3Y | +26.1% | -9.8% | +35.9% | +26.5% |
| 5Y | -5.3% | +9.7% | -15.0% | -12.7% |
| All | +78.8% | +64.5% | +14.3% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling