+112.3%
F vs SNY
+245.1%
-132.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -3.1% |
| 7D | +1.2% | -2.7% | +3.9% | +2.5% |
| 30D | +1.2% | -0.7% | +1.9% | +1.6% |
| 3M | -5.7% | -1.6% | -4.0% | -5.1% |
| 6M | +17.9% | +2.3% | +15.7% | +16.1% |
| YTD | +10.4% | -6.0% | +16.4% | +12.7% |
| 1Y | +25.3% | -2.7% | +28.0% | +25.8% |
| 3Y | +37.5% | -7.5% | +44.9% | +36.3% |
| 5Y | +46.5% | +6.7% | +39.8% | +32.8% |
| 10Y | +86.4% | +62.3% | +24.1% | +31.9% |
| All | +112.3% | +245.1% | -132.8% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling