+3,772.7%
FN vs SNY
+174.3%
+3,598.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.0% |
| 7D | +3.5% | -2.7% | +6.3% | +4.5% |
| 30D | -26.0% | -0.7% | -25.3% | -25.9% |
| 3M | -33.3% | -1.6% | -31.6% | -33.5% |
| 6M | -14.9% | +2.3% | -17.2% | -16.6% |
| YTD | -8.6% | -6.0% | -2.6% | -7.9% |
| 1Y | +12.3% | -2.7% | +15.0% | +11.1% |
| 3Y | +174.4% | -7.5% | +181.9% | +163.7% |
| 5Y | +296.4% | +6.7% | +289.7% | +244.6% |
| 10Y | +890.0% | +62.3% | +827.8% | +568.2% |
| All | +3,772.7% | +174.3% | +3,598.4% | +1,622.6% |
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