+42,797.2%
FIX vs SNY
+245.1%
+42,552.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.3% |
| 7D | +6.1% | -2.7% | +8.8% | +7.1% |
| 30D | -2.7% | -0.7% | -2.0% | -2.5% |
| 3M | -10.9% | -1.6% | -9.3% | -11.1% |
| 6M | +29.0% | +2.3% | +26.7% | +26.7% |
| YTD | +76.9% | -6.0% | +82.9% | +79.0% |
| 1Y | +130.7% | -2.7% | +133.4% | +129.8% |
| 3Y | +790.7% | -7.5% | +798.1% | +753.7% |
| 5Y | +2,185.6% | +6.7% | +2,178.9% | +1,902.5% |
| 10Y | +5,993.3% | +62.3% | +5,931.0% | +4,184.6% |
| All | +42,797.2% | +245.1% | +42,552.1% | +19,500.6% |
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 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