+858.8%
FIVE vs SNY
+94.2%
+764.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.6% |
| 7D | +3.7% | -2.7% | +6.4% | +4.7% |
| 30D | +4.0% | -0.7% | +4.7% | +4.2% |
| 3M | +36.2% | -1.6% | +37.9% | +36.6% |
| 6M | +18.0% | +2.3% | +15.8% | +16.5% |
| YTD | +34.9% | -6.0% | +40.9% | +36.9% |
| 1Y | +67.9% | -2.7% | +70.6% | +67.7% |
| 3Y | +57.3% | -7.5% | +64.8% | +55.6% |
| 5Y | +39.5% | +6.7% | +32.8% | +27.9% |
| 10Y | +496.4% | +62.3% | +434.1% | +375.7% |
| All | +858.8% | +94.2% | +764.6% | +587.3% |
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