+33.0%
Q vs SNY
-12.2%
+45.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +4.9% | -3.3% | +8.2% | +4.7% |
| 30D | -11.0% | -2.2% | -8.8% | -11.3% |
| 3M | -15.2% | -3.0% | -12.1% | -15.0% |
| 6M | +8.8% | +2.7% | +6.1% | +6.8% |
| YTD | +55.1% | -6.8% | +61.9% | +57.8% |
| All | +33.0% | -12.2% | +45.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling