+125.4%
RF vs SNY
+286.7%
-161.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.9% | +2.8% | -0.9% | +0.4% |
| 30D | +7.3% | +21.6% | -14.3% | -3.6% |
| 3M | -7.9% | +10.5% | -18.4% | -13.1% |
| 6M | +10.5% | +14.0% | -3.5% | +2.1% |
| YTD | +9.6% | +5.4% | +4.3% | +5.3% |
| 1Y | +20.3% | -2.5% | +22.8% | +20.4% |
| 3Y | +119.5% | +22.1% | +97.4% | +85.2% |
| 5Y | +48.2% | +18.0% | +30.2% | +21.1% |
| 10Y | +234.3% | +77.7% | +156.6% | +102.7% |
| All | +125.4% | +286.7% | -161.3% | -18.6% |
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 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