+140.2%
P vs SNY
-9.7%
+149.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -4.1% | -3.6% | -0.5% | -4.5% |
| 30D | -14.0% | -1.9% | -12.0% | -14.1% |
| 3M | +41.4% | -2.0% | +43.4% | +41.4% |
| 6M | +54.2% | +2.5% | +51.6% | +54.1% |
| YTD | +40.4% | -7.0% | +47.4% | +40.4% |
| 1Y | +16.0% | -4.4% | +20.3% | +15.9% |
| All | +140.2% | -9.7% | +149.9% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling