+19.1%
EXC vs SNY
-9.6%
+28.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | -3.6% | -2.2% | -1.5% | -3.4% |
| 3M | -4.3% | -3.0% | -1.2% | -4.0% |
| 6M | -9.9% | +2.7% | -12.7% | -10.3% |
| YTD | +1.8% | -6.8% | +8.6% | +2.4% |
| 1Y | +2.9% | -5.3% | +8.1% | +3.1% |
| 3Y | +19.1% | -9.8% | +28.9% | +18.5% |
| All | +19.1% | -9.6% | +28.7% | +18.5% |
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 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