+16.0%
O vs SNY
+9.4%
+6.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.9% | -3.3% | +0.5% | -2.3% |
| 30D | -4.5% | -2.2% | -2.4% | -4.2% |
| 3M | -2.6% | -3.0% | +0.4% | -2.2% |
| 6M | -5.6% | +2.7% | -8.4% | -6.1% |
| YTD | +9.3% | -6.8% | +16.1% | +10.4% |
| 1Y | +4.3% | -5.3% | +9.6% | +4.9% |
| 3Y | +27.4% | -9.8% | +37.2% | +28.1% |
| All | +16.0% | +9.4% | +6.6% | +10.5% |
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