-36.8%
FDS vs SNY
-9.6%
-27.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -14.0% | -3.3% | -10.7% | -13.4% |
| 30D | -6.2% | -2.2% | -4.1% | -5.8% |
| 3M | +10.2% | -3.0% | +13.2% | +10.8% |
| 6M | +27.4% | +2.7% | +24.7% | +27.0% |
| YTD | -9.3% | -6.8% | -2.4% | -8.4% |
| 1Y | -28.6% | -5.3% | -23.4% | -28.2% |
| 3Y | -36.8% | -9.8% | -27.0% | -36.8% |
| All | -36.8% | -9.6% | -27.2% | -36.8% |
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