+47.7%
FND vs SNY
+38.5%
+9.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -5.8% | -3.3% | -2.4% | -4.3% |
| 30D | -20.2% | -2.2% | -18.1% | -19.4% |
| 3M | -12.0% | -3.0% | -8.9% | -10.8% |
| 6M | -18.5% | +2.7% | -21.2% | -19.3% |
| YTD | -22.3% | -6.8% | -15.4% | -19.9% |
| 1Y | -47.6% | -5.3% | -42.4% | -46.6% |
| 3Y | -49.8% | -9.8% | -40.0% | -49.4% |
| 5Y | -63.0% | +9.7% | -72.6% | -67.6% |
| All | +47.7% | +38.5% | +9.2% | +17.2% |
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