+2,951.0%
FN vs SNY
+207.4%
+2,743.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.2% | -7.1% | -7.2% |
| 7D | +0.3% | +2.8% | -2.6% | -0.6% |
| 30D | -16.5% | +21.6% | -38.2% | -22.3% |
| 3M | -42.1% | +10.5% | -52.6% | -44.4% |
| 6M | -52.9% | +14.0% | -66.9% | -55.7% |
| YTD | -28.0% | +5.4% | -33.3% | -30.5% |
| 1Y | -18.5% | -2.5% | -16.1% | -19.1% |
| 3Y | +93.9% | +22.1% | +71.8% | +67.8% |
| 5Y | +170.5% | +18.0% | +152.5% | +126.7% |
| 10Y | +704.1% | +77.7% | +626.4% | +428.0% |
| All | +2,951.0% | +207.4% | +2,743.6% | +1,198.9% |
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