-54.3%
S vs SNY
+1.1%
-55.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -1.2% | -3.6% | +2.4% | -0.6% |
| 30D | -12.6% | -1.4% | -11.1% | -12.4% |
| 3M | +27.6% | -4.2% | +31.8% | +28.3% |
| 6M | +35.5% | +2.0% | +33.5% | +34.5% |
| YTD | +29.6% | -6.7% | +36.3% | +30.7% |
| 1Y | +8.1% | -4.7% | +12.8% | +8.4% |
| 3Y | +14.8% | -8.1% | +22.9% | +14.5% |
| 5Y | -70.6% | +8.2% | -78.8% | -72.5% |
| All | -54.3% | +1.1% | -55.3% | -59.3% |
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