+8.5%
NI vs SNY
+2.7%
+5.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.7% |
| 7D | +3.9% | +12.4% | -8.4% | +2.0% |
| 30D | +15.3% | +20.1% | -4.9% | +12.0% |
| 3M | +2.4% | +11.2% | -8.8% | +0.3% |
| 6M | -4.5% | +9.5% | -14.0% | -6.4% |
| YTD | +11.4% | +3.4% | +8.0% | +9.2% |
| 1Y | +8.5% | +2.0% | +6.5% | +6.6% |
| All | +8.5% | +2.7% | +5.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling