+32.0%
Q vs SNY
-12.0%
+44.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.7% |
| 7D | +6.6% | -3.6% | +10.3% | +6.4% |
| 30D | -6.6% | -1.4% | -5.1% | -6.9% |
| 3M | -13.2% | -4.2% | -9.0% | -12.7% |
| 6M | +9.9% | +2.0% | +8.0% | +8.2% |
| YTD | +53.9% | -6.7% | +60.6% | +56.7% |
| All | +32.0% | -12.0% | +44.0% | +34.0% |
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 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