+287.4%
NET vs SNY
+18.0%
+269.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.2% | -7.1% | -8.3% |
| 7D | -21.2% | +8.8% | -30.0% | -21.1% |
| 30D | -31.1% | +18.6% | -49.7% | -31.2% |
| 3M | -16.5% | +9.7% | -26.2% | -16.3% |
| 6M | 0.0% | +8.2% | -8.2% | +0.2% |
| YTD | +24.0% | +2.2% | +21.9% | +24.9% |
| 1Y | +7.0% | +1.0% | +6.0% | +7.9% |
| All | +287.4% | +18.0% | +269.4% | +281.4% |
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