+149.6%
GOOGL vs SNY
-9.6%
+159.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | 0.0% | -3.3% | +3.3% | +0.3% |
| 30D | -1.4% | -2.2% | +0.7% | -1.2% |
| 3M | -5.3% | -3.0% | -2.3% | -5.1% |
| 6M | +9.8% | +2.7% | +7.1% | +9.7% |
| YTD | +8.4% | -6.8% | +15.2% | +8.8% |
| 1Y | +41.2% | -5.3% | +46.5% | +41.6% |
| 3Y | +149.6% | -9.8% | +159.4% | +151.4% |
| All | +149.6% | -9.6% | +159.2% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling