+2,303.0%
FIX vs SNY
+9.4%
+2,293.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +5.0% | -3.3% | +8.3% | +4.9% |
| 30D | -2.7% | -2.2% | -0.6% | -2.8% |
| 3M | -8.2% | -3.0% | -5.2% | -8.2% |
| 6M | +20.3% | +2.7% | +17.5% | +20.2% |
| YTD | +81.4% | -6.8% | +88.3% | +81.4% |
| 1Y | +121.5% | -5.3% | +126.8% | +121.5% |
| 3Y | +807.4% | -9.8% | +817.2% | +805.9% |
| All | +2,303.0% | +9.4% | +2,293.6% | +2,048.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling