+155.8%
EXC vs SNY
+64.5%
+91.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.1% | -3.3% | +2.2% | -0.2% |
| 30D | -3.6% | -2.2% | -1.5% | -3.1% |
| 3M | -4.3% | -3.0% | -1.2% | -3.6% |
| 6M | -9.9% | +2.7% | -12.7% | -11.0% |
| YTD | +1.8% | -6.8% | +8.6% | +3.2% |
| 1Y | +2.9% | -5.3% | +8.1% | +3.4% |
| 3Y | +19.1% | -9.8% | +28.9% | +18.6% |
| 5Y | +44.8% | +9.7% | +35.2% | +30.6% |
| All | +155.8% | +64.5% | +91.3% | +117.3% |
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