-22.6%
FPS vs SNY
+5.2%
-27.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.7% | -22.0% | -14.3% |
| 7D | -23.3% | +12.4% | -35.7% | -17.8% |
| 30D | -42.4% | +20.1% | -62.6% | -36.6% |
| 3M | -43.0% | +11.2% | -54.3% | -38.4% |
| 6M | -44.5% | +9.5% | -54.0% | -40.4% |
| All | -22.6% | +5.2% | -27.8% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling