+2,355.6%
MAR vs SNY
+241.9%
+2,113.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.5% | -3.3% | +2.8% | +0.9% |
| 30D | -5.4% | -2.2% | -3.3% | -4.6% |
| 3M | -15.5% | -3.0% | -12.5% | -14.6% |
| 6M | +3.0% | +2.7% | +0.2% | +1.5% |
| YTD | +8.5% | -6.8% | +15.4% | +11.3% |
| 1Y | +26.0% | -5.3% | +31.2% | +27.8% |
| 3Y | +68.6% | -9.8% | +78.4% | +67.7% |
| 5Y | +157.4% | +9.7% | +147.7% | +128.5% |
| 10Y | +447.0% | +64.5% | +382.5% | +280.2% |
| All | +2,355.6% | +241.9% | +2,113.7% | +914.5% |
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 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