+1,181.7%
SAP vs SNY
+242.6%
+939.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.3% | -3.6% | +3.4% | +1.6% |
| 30D | +0.3% | -1.4% | +1.7% | +0.9% |
| 3M | +16.9% | -4.2% | +21.1% | +19.3% |
| 6M | +6.3% | +2.0% | +4.4% | +4.9% |
| YTD | -12.4% | -6.7% | -5.7% | -10.2% |
| 1Y | -21.6% | -4.7% | -16.9% | -20.9% |
| 3Y | +54.8% | -8.1% | +62.9% | +51.8% |
| 5Y | +56.2% | +8.2% | +47.9% | +37.1% |
| 10Y | +179.0% | +64.8% | +114.2% | +89.7% |
| All | +1,181.7% | +242.6% | +939.1% | +409.4% |
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