+85.6%
NDAQ vs SNY
-9.6%
+95.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.6% | -3.3% | -2.2% | -5.1% |
| 30D | -4.4% | -2.2% | -2.2% | -4.1% |
| 3M | +5.9% | -3.0% | +8.9% | +6.3% |
| 6M | +7.7% | +2.7% | +5.0% | +7.2% |
| YTD | -5.2% | -6.8% | +1.7% | -4.4% |
| 1Y | -3.4% | -5.3% | +1.9% | -3.0% |
| 3Y | +85.6% | -9.8% | +95.4% | +86.0% |
| All | +85.6% | -9.6% | +95.2% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling