+18.0%
Q vs SNY
+2.7%
+15.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | +0.7% |
| 7D | -3.3% | +12.4% | -15.6% | -1.4% |
| 30D | -9.7% | +20.1% | -29.8% | -7.2% |
| 3M | -16.1% | +11.2% | -27.3% | -14.5% |
| 6M | -15.7% | +9.5% | -25.2% | -14.3% |
| YTD | +45.7% | +3.4% | +42.3% | +52.4% |
| 1Y | +18.0% | +2.0% | +16.0% | +23.3% |
| All | +18.0% | +2.7% | +15.3% | +23.3% |
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