+19.1%
P vs SNY
-4.5%
+23.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.4% |
| 7D | -1.3% | -3.3% | +2.0% | -2.4% |
| 30D | -11.9% | -2.2% | -9.7% | -12.4% |
| 3M | +41.6% | -3.0% | +44.6% | +41.3% |
| 6M | +58.1% | +2.7% | +55.4% | +57.4% |
| YTD | +46.5% | -6.8% | +53.4% | +47.0% |
| 1Y | +19.1% | -5.3% | +24.3% | +18.7% |
| All | +19.1% | -4.5% | +23.6% | +18.7% |
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