+1,258.4%
NET vs SNY
+41.5%
+1,216.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -8.0% |
| 7D | -21.2% | +8.8% | -30.0% | -23.1% |
| 30D | -31.1% | +18.6% | -49.7% | -34.5% |
| 3M | -16.5% | +9.7% | -26.2% | -18.9% |
| 6M | 0.0% | +8.2% | -8.2% | -2.9% |
| YTD | +24.0% | +2.2% | +21.9% | +22.3% |
| 1Y | +7.0% | +1.0% | +6.0% | +5.8% |
| 3Y | +279.6% | +17.7% | +261.9% | +242.8% |
| 5Y | +24.0% | +13.3% | +10.6% | +11.0% |
| All | +1,258.4% | +41.5% | +1,216.9% | +910.6% |
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