-79.9%
FIG vs SNY
-0.7%
-79.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | -3.8% | -3.3% | -0.5% | -2.9% |
| 30D | -2.3% | -2.2% | -0.2% | -1.8% |
| 3M | +20.0% | -3.0% | +23.0% | +20.4% |
| 6M | -16.7% | +2.7% | -19.4% | -17.5% |
| YTD | -37.9% | -6.8% | -31.1% | -37.3% |
| 1Y | -58.5% | -5.3% | -53.3% | -58.9% |
| All | -79.9% | -0.7% | -79.2% | -74.9% |
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 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