-41.9%
IT vs SNY
+9.4%
-51.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.1% | +5.2% |
| 7D | -3.7% | -3.3% | -0.3% | -2.8% |
| 30D | +0.1% | -2.2% | +2.2% | +0.6% |
| 3M | +20.7% | -3.0% | +23.7% | +21.7% |
| 6M | +12.0% | +2.7% | +9.2% | +11.4% |
| YTD | -28.8% | -6.8% | -22.0% | -27.7% |
| 1Y | -25.5% | -5.3% | -20.3% | -24.8% |
| 3Y | -48.8% | -9.8% | -39.0% | -48.1% |
| All | -41.9% | +9.4% | -51.4% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling