+26.9%
M vs SNY
+9.4%
+17.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.1% | +7.6% | +7.7% |
| 7D | -4.2% | -3.3% | -0.9% | -3.4% |
| 30D | -7.2% | -2.2% | -5.0% | -6.7% |
| 3M | -11.1% | -3.0% | -8.1% | -10.5% |
| 6M | +28.8% | +2.7% | +26.1% | +27.8% |
| YTD | +2.0% | -6.8% | +8.9% | +3.5% |
| 1Y | +31.3% | -5.3% | +36.5% | +32.6% |
| 3Y | +119.1% | -9.8% | +128.9% | +119.8% |
| All | +26.9% | +9.4% | +17.5% | +21.5% |
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