+147.5%
GE vs SNY
+64.5%
+83.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.0% | -3.3% | -0.7% | -3.0% |
| 30D | -11.4% | -2.2% | -9.3% | -10.8% |
| 3M | -2.6% | -3.0% | +0.4% | -1.9% |
| 6M | -0.3% | +2.7% | -3.1% | -1.4% |
| YTD | +5.4% | -6.8% | +12.2% | +7.3% |
| 1Y | +15.5% | -5.3% | +20.8% | +16.6% |
| 3Y | +260.8% | -9.8% | +270.6% | +259.5% |
| 5Y | +421.6% | +9.7% | +412.0% | +367.4% |
| All | +147.5% | +64.5% | +83.0% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling