+88.9%
RF vs SNY
+9.1%
+79.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.6% | -3.6% | +2.0% | -0.8% |
| 30D | -4.3% | -1.9% | -2.3% | -3.9% |
| 3M | +5.9% | -2.0% | +7.8% | +6.2% |
| 6M | +14.1% | +2.5% | +11.6% | +13.4% |
| YTD | +13.8% | -7.0% | +20.7% | +15.3% |
| 1Y | +15.2% | -4.4% | +19.6% | +15.9% |
| 3Y | +90.6% | -8.4% | +99.0% | +90.3% |
| 5Y | +88.9% | +9.5% | +79.4% | +72.6% |
| All | +88.9% | +9.1% | +79.8% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling