-21.3%
IT vs SNY
+2.0%
-23.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -6.0% | -1.3% | -4.7% | -5.7% |
| 30D | 0.0% | +3.4% | -3.4% | -1.0% |
| 3M | +13.1% | -0.3% | +13.4% | +13.1% |
| 6M | +11.7% | +1.0% | +10.7% | +11.3% |
| YTD | -26.1% | -3.6% | -22.5% | -25.5% |
| 1Y | -21.3% | +3.0% | -24.3% | -18.7% |
| All | -21.3% | +2.0% | -23.3% | -18.7% |
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