+12.5%
FN vs SNY
+2.0%
+10.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | -1.7% | -1.3% | -0.4% | -2.0% |
| 30D | -22.0% | +3.4% | -25.4% | -21.4% |
| 3M | -43.0% | -0.3% | -42.7% | -42.3% |
| 6M | -27.7% | +1.0% | -28.8% | -27.4% |
| YTD | -10.5% | -3.6% | -6.9% | -10.4% |
| 1Y | +12.5% | +3.0% | +9.5% | +7.1% |
| All | +12.5% | +2.0% | +10.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling