+38.8%
M vs SNY
+2.0%
+36.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +4.7% | -1.3% | +6.0% | +5.2% |
| 30D | -9.6% | +3.4% | -13.1% | -10.8% |
| 3M | +0.9% | -0.3% | +1.2% | +0.8% |
| 6M | +22.3% | +1.0% | +21.2% | +21.2% |
| YTD | +6.5% | -3.6% | +10.2% | +7.7% |
| 1Y | +38.8% | +3.0% | +35.8% | +37.7% |
| All | +38.8% | +2.0% | +36.7% | +37.7% |
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