+11.8%
S vs SNY
-9.6%
+21.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | -3.3% | +2.7% | -0.5% |
| 30D | -11.4% | -2.2% | -9.3% | -11.4% |
| 3M | +33.8% | -3.0% | +36.8% | +33.8% |
| 6M | +39.5% | +2.7% | +36.7% | +39.1% |
| YTD | +31.7% | -6.8% | +38.5% | +31.8% |
| 1Y | +7.0% | -5.3% | +12.2% | +7.1% |
| 3Y | +11.8% | -9.8% | +21.6% | +15.8% |
| All | +11.8% | -9.6% | +21.4% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling