+37.2%
M vs SNY
+2.7%
+34.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.7% | +2.9% | +5.6% |
| 7D | +8.3% | +12.4% | -4.1% | +3.3% |
| 30D | +14.2% | +20.1% | -6.0% | +6.2% |
| 3M | -1.1% | +11.2% | -12.3% | -5.2% |
| 6M | +36.6% | +9.5% | +27.1% | +31.3% |
| YTD | +19.8% | +3.4% | +16.4% | +18.8% |
| 1Y | +37.2% | +2.0% | +35.2% | +38.0% |
| All | +37.2% | +2.7% | +34.5% | +38.0% |
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 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