+39.2%
S vs SNY
+2.7%
+36.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.7% |
| 7D | -8.2% | +12.4% | -20.6% | -8.2% |
| 30D | -7.6% | +20.1% | -27.8% | -7.9% |
| 3M | +12.0% | +11.2% | +0.7% | +11.8% |
| 6M | +50.6% | +9.5% | +41.1% | +50.2% |
| YTD | +56.6% | +3.4% | +53.2% | +56.5% |
| 1Y | +39.2% | +2.0% | +37.2% | +38.8% |
| All | +39.2% | +2.7% | +36.5% | +38.8% |
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