-4.0%
M vs SNY
+64.5%
-68.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.6% | +7.7% |
| 7D | -4.2% | -3.3% | -0.9% | -3.2% |
| 30D | -7.2% | -2.2% | -5.0% | -6.6% |
| 3M | -11.1% | -3.0% | -8.1% | -10.5% |
| 6M | +28.8% | +2.7% | +26.1% | +27.6% |
| YTD | +2.0% | -6.8% | +8.9% | +3.8% |
| 1Y | +31.3% | -5.3% | +36.5% | +32.8% |
| 3Y | +119.1% | -9.8% | +128.9% | +120.0% |
| 5Y | +29.7% | +9.7% | +20.0% | +19.9% |
| All | -4.0% | +64.5% | -68.6% | -18.8% |
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