+600.5%
SAN vs SNY
+241.9%
+358.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +0.2% | -3.3% | +3.5% | +2.6% |
| 30D | +0.9% | -2.2% | +3.1% | +2.4% |
| 3M | +19.1% | -3.0% | +22.1% | +20.7% |
| 6M | +33.2% | +2.7% | +30.5% | +29.4% |
| YTD | +29.1% | -6.8% | +36.0% | +34.0% |
| 1Y | +50.2% | -5.3% | +55.5% | +52.9% |
| 3Y | +351.0% | -9.8% | +360.8% | +343.4% |
| 5Y | +394.7% | +9.7% | +385.0% | +305.6% |
| 10Y | +345.3% | +64.5% | +280.8% | +148.0% |
| All | +600.5% | +241.9% | +358.5% | +111.3% |
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