+124.1%
M vs SNY
+242.6%
-118.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.9% |
| 7D | -4.1% | -3.6% | -0.4% | -2.4% |
| 30D | -13.6% | -1.4% | -12.2% | -13.1% |
| 3M | -2.3% | -4.2% | +1.9% | -0.6% |
| 6M | +21.9% | +2.0% | +19.9% | +20.4% |
| YTD | -0.6% | -6.7% | +6.1% | +1.9% |
| 1Y | +29.7% | -4.7% | +34.4% | +31.4% |
| 3Y | +107.3% | -8.1% | +115.4% | +105.3% |
| 5Y | +20.5% | +8.2% | +12.3% | +7.3% |
| 10Y | -6.1% | +64.8% | -70.9% | -35.8% |
| All | +124.1% | +242.6% | -118.5% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling