+8.4%
FN vs SNY
-4.6%
+13.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.5% |
| 7D | +2.3% | -3.6% | +5.9% | +1.3% |
| 30D | -23.2% | -1.9% | -21.3% | -23.6% |
| 3M | -30.4% | -2.0% | -28.4% | -30.2% |
| 6M | -25.6% | +2.5% | -28.2% | -25.5% |
| YTD | -11.3% | -7.0% | -4.3% | -12.0% |
| 1Y | +8.4% | -4.4% | +12.8% | +5.0% |
| All | +8.4% | -4.6% | +13.0% | +5.0% |
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