-49.8%
FND vs SNY
-9.6%
-40.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -3.3% | -2.4% | -4.7% |
| 30D | -20.2% | -2.2% | -18.1% | -19.6% |
| 3M | -12.0% | -3.0% | -8.9% | -11.1% |
| 6M | -18.5% | +2.7% | -21.2% | -18.8% |
| YTD | -22.3% | -6.8% | -15.4% | -20.8% |
| 1Y | -47.6% | -5.3% | -42.4% | -46.9% |
| 3Y | -49.8% | -9.8% | -40.0% | -49.3% |
| All | -49.8% | -9.6% | -40.2% | -49.3% |
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