+175.1%
FN vs SNY
-9.4%
+184.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | +5.8% | -3.6% | +9.4% | +5.4% |
| 30D | -20.6% | -1.4% | -19.2% | -20.7% |
| 3M | -28.6% | -4.2% | -24.4% | -28.6% |
| 6M | -20.7% | +2.0% | -22.7% | -20.6% |
| YTD | -8.1% | -6.7% | -1.5% | -8.3% |
| 1Y | +13.3% | -4.7% | +18.0% | +13.0% |
| All | +175.1% | -9.4% | +184.5% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling