-62.7%
FND vs SNY
+9.4%
-72.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -3.3% | -2.4% | -4.6% |
| 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% | -19.0% |
| YTD | -22.3% | -6.8% | -15.4% | -20.5% |
| 1Y | -47.6% | -5.3% | -42.4% | -46.8% |
| 3Y | -49.8% | -9.8% | -40.0% | -49.1% |
| All | -62.7% | +9.4% | -72.2% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling