-16.8%
FDS vs SNY
+2.0%
-18.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | +9.0% | +3.4% | +5.6% | +8.0% |
| 3M | +18.9% | -0.3% | +19.2% | +18.6% |
| 6M | +35.1% | +1.0% | +34.1% | +34.4% |
| YTD | +5.5% | -3.6% | +9.1% | +5.0% |
| 1Y | -16.8% | +3.0% | -19.8% | -17.6% |
| All | -16.8% | +2.0% | -18.9% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling