+274.5%
IR vs SNY
+28.0%
+246.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.1% | -3.6% | +0.6% | -1.8% |
| 30D | -14.0% | -1.9% | -12.1% | -13.5% |
| 3M | +3.7% | -2.0% | +5.7% | +4.2% |
| 6M | -15.4% | +2.5% | -17.9% | -16.3% |
| YTD | -7.7% | -7.0% | -0.7% | -5.7% |
| 1Y | -8.8% | -4.4% | -4.4% | -8.0% |
| 3Y | +5.6% | -8.4% | +14.0% | +4.9% |
| 5Y | +34.3% | +9.5% | +24.8% | +20.0% |
| All | +274.5% | +28.0% | +246.6% | +192.9% |
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 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