+470.9%
P vs SNY
+37.1%
+433.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.9% |
| 7D | +5.0% | -3.6% | +8.7% | +6.0% |
| 30D | -0.9% | -1.4% | +0.5% | -0.6% |
| 3M | +38.7% | -4.2% | +42.9% | +39.6% |
| 6M | +54.4% | +2.0% | +52.4% | +52.0% |
| YTD | +44.8% | -6.7% | +51.5% | +46.0% |
| 1Y | +22.5% | -4.7% | +27.2% | +22.4% |
| 3Y | +148.2% | -8.1% | +156.4% | +142.4% |
| 5Y | +268.9% | +8.2% | +260.7% | +222.4% |
| 10Y | +696.9% | +64.8% | +632.1% | +456.4% |
| All | +470.9% | +37.1% | +433.8% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling