+59.8%
ON vs SNY
+9.4%
+50.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.1% | +8.4% | +8.5% |
| 7D | +2.4% | -3.3% | +5.7% | +3.0% |
| 30D | -8.6% | -2.2% | -6.5% | -8.3% |
| 3M | -34.3% | -3.0% | -31.3% | -34.2% |
| 6M | +28.5% | +2.7% | +25.8% | +26.9% |
| YTD | +40.6% | -6.8% | +47.5% | +42.0% |
| 1Y | +55.3% | -5.3% | +60.6% | +55.9% |
| 3Y | -22.2% | -9.8% | -12.4% | -21.0% |
| All | +59.8% | +9.4% | +50.4% | +41.2% |
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