+362.6%
PSX vs SNY
+9.4%
+353.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.7% | -3.3% | +5.0% | +2.1% |
| 30D | +15.6% | -2.2% | +17.8% | +15.9% |
| 3M | +46.5% | -3.0% | +49.5% | +46.8% |
| 6M | +55.0% | +2.7% | +52.3% | +54.2% |
| YTD | +105.3% | -6.8% | +112.1% | +106.3% |
| 1Y | +101.6% | -5.3% | +106.9% | +102.1% |
| 3Y | +134.1% | -9.8% | +143.9% | +134.0% |
| All | +362.6% | +9.4% | +353.1% | +329.7% |
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 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