+47.2%
FE vs SNY
-9.7%
+56.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.7% | -3.6% | +2.0% | -1.1% |
| 30D | -1.3% | -1.9% | +0.7% | -1.0% |
| 3M | +0.6% | -2.0% | +2.6% | +0.8% |
| 6M | -6.8% | +2.5% | -9.4% | -7.3% |
| YTD | +6.4% | -7.0% | +13.4% | +7.3% |
| 1Y | +11.3% | -4.4% | +15.6% | +11.4% |
| All | +47.2% | -9.7% | +56.9% | +47.0% |
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