+3.7%
NOW vs SNY
+9.4%
-5.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -6.2% | -3.3% | -2.9% | -5.6% |
| 30D | +6.1% | -2.2% | +8.2% | +6.4% |
| 3M | +28.6% | -3.0% | +31.6% | +29.2% |
| 6M | +14.6% | +2.7% | +11.9% | +13.7% |
| YTD | -13.5% | -6.8% | -6.6% | -12.8% |
| 1Y | -29.4% | -5.3% | -24.1% | -29.1% |
| 3Y | +9.4% | -9.8% | +19.1% | +9.6% |
| All | +3.7% | +9.4% | -5.8% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling