+327.1%
NET vs SNY
-4.7%
+331.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -7.0% | -1.3% | -5.7% | -6.9% |
| 30D | -4.8% | +3.4% | -8.2% | -4.9% |
| 3M | +3.8% | -0.3% | +4.1% | +3.8% |
| 6M | +50.0% | +1.0% | +49.0% | +49.8% |
| YTD | +41.5% | -3.6% | +45.1% | +41.8% |
| 1Y | +32.8% | +3.0% | +29.8% | +32.4% |
| All | +327.1% | -4.7% | +331.8% | +327.9% |
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