+86.4%
F vs SNY
+64.5%
+21.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.4% | -3.3% | -1.1% | -3.3% |
| 30D | +1.0% | -2.2% | +3.2% | +1.8% |
| 3M | -4.0% | -3.0% | -1.0% | -3.0% |
| 6M | +18.1% | +2.7% | +15.3% | +16.5% |
| YTD | +10.2% | -6.8% | +17.0% | +12.5% |
| 1Y | +24.3% | -5.3% | +29.6% | +26.1% |
| 3Y | +38.1% | -9.8% | +47.8% | +39.0% |
| 5Y | +50.2% | +9.7% | +40.6% | +36.6% |
| All | +86.4% | +64.5% | +21.9% | +51.6% |
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