+363.0%
NDAQ vs SNY
+64.5%
+298.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.6% | -3.3% | -2.2% | -4.6% |
| 30D | -4.4% | -2.2% | -2.2% | -3.7% |
| 3M | +5.9% | -3.0% | +8.9% | +6.8% |
| 6M | +7.7% | +2.7% | +5.0% | +6.5% |
| YTD | -5.2% | -6.8% | +1.7% | -3.5% |
| 1Y | -3.4% | -5.3% | +1.9% | -2.6% |
| 3Y | +85.6% | -9.8% | +95.4% | +85.1% |
| 5Y | +49.5% | +9.7% | +39.8% | +33.8% |
| All | +363.0% | +64.5% | +298.5% | +258.3% |
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