+134.9%
RF vs SNY
+245.0%
-110.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.2% |
| 7D | +2.7% | -2.7% | +5.4% | +4.2% |
| 30D | -3.4% | -0.7% | -2.7% | -3.1% |
| 3M | +6.4% | -1.7% | +8.0% | +6.8% |
| 6M | +13.4% | +2.2% | +11.2% | +11.3% |
| YTD | +14.2% | -6.0% | +20.3% | +17.0% |
| 1Y | +15.7% | -2.7% | +18.4% | +15.6% |
| 3Y | +91.3% | -7.5% | +98.8% | +86.3% |
| 5Y | +89.8% | +6.7% | +83.1% | +64.0% |
| 10Y | +336.7% | +62.3% | +274.4% | +177.5% |
| All | +134.9% | +245.0% | -110.1% | -9.5% |
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