+38.1%
F vs SNY
-9.6%
+47.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.4% | -3.3% | -1.1% | -3.5% |
| 30D | +1.0% | -2.2% | +3.2% | +1.7% |
| 3M | -4.0% | -3.0% | -1.0% | -3.2% |
| 6M | +18.1% | +2.7% | +15.3% | +17.0% |
| YTD | +10.2% | -6.8% | +17.0% | +12.1% |
| 1Y | +24.3% | -5.3% | +29.6% | +26.1% |
| 3Y | +38.1% | -9.8% | +47.8% | +40.8% |
| All | +38.1% | -9.6% | +47.7% | +40.8% |
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