+1,128.3%
PSX vs SNY
+113.7%
+1,014.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.5% | -3.6% | +5.1% | +2.7% |
| 30D | +15.8% | -1.9% | +17.8% | +16.5% |
| 3M | +43.0% | -2.0% | +45.0% | +43.5% |
| 6M | +61.1% | +2.5% | +58.5% | +58.8% |
| YTD | +104.5% | -7.0% | +111.5% | +107.6% |
| 1Y | +102.5% | -4.4% | +106.9% | +103.1% |
| 3Y | +133.5% | -8.4% | +141.9% | +130.0% |
| 5Y | +367.0% | +9.5% | +357.4% | +315.4% |
| 10Y | +382.3% | +64.3% | +318.0% | +259.2% |
| All | +1,128.3% | +113.7% | +1,014.7% | +720.1% |
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