+1,449.6%
NET vs SNY
+33.4%
+1,416.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -7.0% | -1.3% | -5.7% | -6.6% |
| 30D | -4.8% | +3.4% | -8.2% | -5.8% |
| 3M | +3.8% | -0.3% | +4.1% | +3.6% |
| 6M | +50.0% | +1.0% | +49.0% | +48.6% |
| YTD | +41.5% | -3.6% | +45.1% | +42.1% |
| 1Y | +32.8% | +3.0% | +29.8% | +30.0% |
| 3Y | +335.9% | -4.3% | +340.2% | +321.6% |
| 5Y | +113.8% | +5.2% | +108.7% | +96.5% |
| All | +1,449.6% | +33.4% | +1,416.1% | +1,074.4% |
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 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