+25.1%
RF vs SNY
+2.7%
+22.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | +0.1% |
| 7D | +2.3% | +12.4% | -10.1% | -1.2% |
| 30D | +7.2% | +20.1% | -12.9% | +1.6% |
| 3M | -8.2% | +11.2% | -19.4% | -11.2% |
| 6M | +7.0% | +9.5% | -2.5% | +3.8% |
| YTD | +10.3% | +3.4% | +6.9% | +8.9% |
| 1Y | +25.1% | +2.0% | +23.0% | +23.9% |
| All | +25.1% | +2.7% | +22.3% | +23.9% |
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