+484.7%
FIVE vs SNY
+64.5%
+420.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -3.0% | -3.3% | +0.3% | -1.7% |
| 30D | +2.7% | -2.2% | +4.9% | +3.6% |
| 3M | +21.1% | -3.0% | +24.1% | +22.2% |
| 6M | +11.9% | +2.7% | +9.2% | +10.0% |
| YTD | +29.9% | -6.8% | +36.7% | +32.6% |
| 1Y | +67.8% | -5.3% | +73.1% | +69.5% |
| 3Y | +52.8% | -9.8% | +62.6% | +52.1% |
| 5Y | +31.3% | +9.7% | +21.6% | +14.0% |
| All | +484.7% | +64.5% | +420.2% | +308.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling