+888.4%
FN vs SNY
+64.3%
+824.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +2.3% | -3.6% | +5.9% | +3.1% |
| 30D | -23.2% | -1.9% | -21.3% | -23.0% |
| 3M | -30.4% | -2.0% | -28.4% | -30.5% |
| 6M | -25.6% | +2.5% | -28.2% | -26.6% |
| YTD | -11.3% | -7.0% | -4.3% | -10.6% |
| 1Y | +8.4% | -4.4% | +12.8% | +8.2% |
| 3Y | +166.2% | -8.4% | +174.7% | +159.9% |
| 5Y | +290.3% | +9.5% | +280.8% | +243.7% |
| All | +888.4% | +64.3% | +824.1% | +752.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling