-10.1%
FPS vs SNY
+3.6%
-13.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.3% |
| 7D | +5.3% | -3.6% | +9.0% | +4.0% |
| 30D | -17.6% | -1.4% | -16.1% | -17.9% |
| 3M | -45.8% | -4.2% | -41.6% | -45.2% |
| 6M | -10.1% | +2.0% | -12.1% | -15.9% |
| All | -10.1% | +3.6% | -13.7% | -15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling