+1,836.1%
FDS vs SNY
+242.6%
+1,593.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -8.8% | -3.6% | -5.1% | -7.4% |
| 30D | -1.4% | -1.4% | +0.1% | -0.8% |
| 3M | +13.9% | -4.2% | +18.1% | +15.9% |
| 6M | +27.4% | +2.0% | +25.4% | +26.2% |
| YTD | -2.5% | -6.7% | +4.2% | -0.4% |
| 1Y | -23.8% | -4.7% | -19.1% | -23.1% |
| 3Y | -32.5% | -8.1% | -24.4% | -33.1% |
| 5Y | -23.2% | +8.2% | -31.4% | -30.6% |
| 10Y | +76.4% | +64.8% | +11.6% | +30.4% |
| All | +1,836.1% | +242.6% | +1,593.5% | +786.9% |
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