-59.7%
MKTX vs SNY
+9.4%
-69.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | +0.7% | -2.2% | +2.9% | +1.0% |
| 3M | +40.8% | -3.0% | +43.8% | +41.0% |
| 6M | -8.0% | +2.7% | -10.7% | -9.0% |
| YTD | -8.7% | -6.8% | -1.9% | -8.1% |
| 1Y | -11.8% | -5.3% | -6.6% | -11.7% |
| 3Y | -24.0% | -9.8% | -14.2% | -24.1% |
| All | -59.7% | +9.4% | -69.2% | -62.5% |
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