+26.7%
Q vs SNY
-9.2%
+35.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.2% |
| 30D | -11.1% | +3.4% | -14.5% | -11.3% |
| 3M | -22.1% | -0.3% | -21.8% | -21.7% |
| 6M | +0.5% | +1.0% | -0.5% | +0.5% |
| YTD | +47.8% | -3.6% | +51.5% | +50.8% |
| All | +26.7% | -9.2% | +35.9% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling