+28,874.9%
FIX vs SNY
+286.7%
+28,588.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | +2.8% | +6.6% | +8.4% |
| 30D | -27.8% | +21.6% | -49.4% | -33.3% |
| 3M | -35.6% | +10.5% | -46.0% | -38.5% |
| 6M | -45.2% | +14.0% | -59.3% | -48.8% |
| YTD | +19.5% | +5.4% | +14.1% | +14.9% |
| 1Y | +24.2% | -2.5% | +26.7% | +23.0% |
| 3Y | +494.2% | +22.1% | +472.1% | +416.8% |
| 5Y | +1,036.1% | +18.0% | +1,018.1% | +852.2% |
| 10Y | +3,599.0% | +77.7% | +3,521.3% | +2,402.5% |
| All | +28,874.9% | +286.7% | +28,588.2% | +12,487.9% |
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