-8.8%
IT vs SNY
+2.7%
-11.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.3% | -0.8% |
| 7D | -5.5% | +12.4% | -17.8% | -10.5% |
| 30D | +10.3% | +20.1% | -9.8% | +1.5% |
| 3M | +11.5% | +11.2% | +0.3% | +6.0% |
| 6M | +40.3% | +9.5% | +30.8% | +34.2% |
| YTD | -17.9% | +3.4% | -21.3% | -19.7% |
| 1Y | -8.8% | +2.0% | -10.8% | -10.7% |
| All | -8.8% | +2.7% | -11.5% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling