+46.3%
LYB vs SNY
+64.5%
-18.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -3.3% | +3.6% | +1.4% |
| 30D | +2.5% | -2.2% | +4.6% | +3.1% |
| 3M | +1.4% | -3.0% | +4.4% | +2.1% |
| 6M | -3.5% | +2.7% | -6.2% | -5.3% |
| YTD | +52.0% | -6.8% | +58.8% | +54.1% |
| 1Y | +22.1% | -5.3% | +27.3% | +23.0% |
| 3Y | -22.8% | -9.8% | -13.0% | -22.7% |
| 5Y | -3.4% | +9.7% | -13.0% | -14.0% |
| All | +46.3% | +64.5% | -18.2% | +16.3% |
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