-29.3%
EW vs SNY
+9.4%
-38.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -6.2% | -3.3% | -2.8% | -5.7% |
| 30D | -9.3% | -2.2% | -7.2% | -9.1% |
| 3M | -1.6% | -3.0% | +1.4% | -1.3% |
| 6M | -0.8% | +2.7% | -3.6% | -1.3% |
| YTD | -1.0% | -6.8% | +5.8% | -0.3% |
| 1Y | +8.2% | -5.3% | +13.4% | +8.6% |
| 3Y | +12.7% | -9.8% | +22.5% | +13.3% |
| All | -29.3% | +9.4% | -38.8% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling