+6,577.3%
FIX vs SNY
+64.5%
+6,512.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +5.0% | -3.3% | +8.3% | +5.7% |
| 30D | -2.7% | -2.2% | -0.6% | -2.4% |
| 3M | -8.2% | -3.0% | -5.2% | -8.1% |
| 6M | +20.3% | +2.7% | +17.5% | +18.9% |
| YTD | +81.4% | -6.8% | +88.3% | +83.1% |
| 1Y | +121.5% | -5.3% | +126.8% | +122.5% |
| 3Y | +807.4% | -9.8% | +817.2% | +791.0% |
| 5Y | +2,306.7% | +9.7% | +2,297.1% | +2,008.6% |
| All | +6,577.3% | +64.5% | +6,512.8% | +4,556.6% |
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