+1,027.6%
FIX vs SNY
+17.1%
+1,010.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +9.4% | +2.8% | +6.6% | +9.6% |
| 30D | -27.8% | +21.6% | -49.4% | -26.9% |
| 3M | -35.6% | +10.5% | -46.0% | -34.9% |
| 6M | -45.2% | +14.0% | -59.3% | -44.7% |
| YTD | +19.5% | +5.4% | +14.1% | +20.6% |
| 1Y | +24.2% | -2.5% | +26.7% | +25.4% |
| 3Y | +494.2% | +22.1% | +472.1% | +497.4% |
| All | +1,027.6% | +17.1% | +1,010.4% | +951.5% |
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