+324.3%
GE vs SNY
+241.5%
+82.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.8% | -3.6% | +0.8% | -1.3% |
| 30D | -11.9% | -1.9% | -10.0% | -11.2% |
| 3M | +1.8% | -2.0% | +3.8% | +2.3% |
| 6M | -0.6% | +2.5% | -3.1% | -2.0% |
| YTD | +5.5% | -7.0% | +12.5% | +8.1% |
| 1Y | +15.0% | -4.4% | +19.3% | +15.9% |
| 3Y | +269.5% | -8.4% | +277.9% | +264.2% |
| 5Y | +422.4% | +9.5% | +412.9% | +363.9% |
| 10Y | +151.0% | +64.3% | +86.7% | +79.3% |
| All | +324.3% | +241.5% | +82.8% | +84.6% |
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 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