+378.1%
PSX vs SNY
+64.5%
+313.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.7% | -3.3% | +5.0% | +2.7% |
| 30D | +15.6% | -2.2% | +17.8% | +16.3% |
| 3M | +46.5% | -3.0% | +49.5% | +47.4% |
| 6M | +55.0% | +2.7% | +52.3% | +53.0% |
| YTD | +105.3% | -6.8% | +112.1% | +108.0% |
| 1Y | +101.6% | -5.3% | +106.9% | +102.7% |
| 3Y | +134.1% | -9.8% | +143.9% | +132.4% |
| 5Y | +368.7% | +9.7% | +359.0% | +314.0% |
| All | +378.1% | +64.5% | +313.6% | +279.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling