+171.9%
SAP vs SNY
+64.5%
+107.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.1% | -3.3% | -0.7% | -2.8% |
| 30D | +1.1% | -2.2% | +3.2% | +1.9% |
| 3M | +26.1% | -3.0% | +29.1% | +27.6% |
| 6M | +9.8% | +2.7% | +7.1% | +8.4% |
| YTD | -13.6% | -6.8% | -6.7% | -11.8% |
| 1Y | -18.7% | -5.3% | -13.4% | -17.8% |
| 3Y | +54.1% | -9.8% | +63.9% | +53.7% |
| 5Y | +54.7% | +9.7% | +45.1% | +36.5% |
| All | +171.9% | +64.5% | +107.4% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling