+2,193.0%
NDAQ vs SNY
+241.9%
+1,951.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.6% | -3.3% | -2.2% | -4.2% |
| 30D | -4.4% | -2.2% | -2.2% | -3.5% |
| 3M | +5.9% | -3.0% | +8.9% | +7.0% |
| 6M | +7.7% | +2.7% | +5.0% | +6.0% |
| YTD | -5.2% | -6.8% | +1.7% | -3.1% |
| 1Y | -3.4% | -5.3% | +1.9% | -2.5% |
| 3Y | +85.6% | -9.8% | +95.4% | +84.4% |
| 5Y | +49.5% | +9.7% | +39.8% | +32.6% |
| 10Y | +366.4% | +64.5% | +301.9% | +234.4% |
| All | +2,193.0% | +241.9% | +1,951.1% | +1,094.5% |
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