+273.7%
IR vs SNY
+28.1%
+245.6%
-50.3%
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% | -0.3% |
| 7D | -4.5% | -3.3% | -1.2% | -3.4% |
| 30D | -13.9% | -2.2% | -11.8% | -13.3% |
| 3M | -0.3% | -3.0% | +2.7% | +0.5% |
| 6M | -14.3% | +2.7% | -17.1% | -15.3% |
| YTD | -7.9% | -6.8% | -1.0% | -6.0% |
| 1Y | -9.9% | -5.3% | -4.6% | -8.8% |
| 3Y | +6.5% | -9.8% | +16.3% | +6.6% |
| 5Y | +34.0% | +9.7% | +24.4% | +19.7% |
| All | +273.7% | +28.1% | +245.6% | +192.2% |
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