+177.8%
SE vs SNY
-9.6%
+187.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -5.2% | -3.3% | -1.9% | -4.7% |
| 30D | -17.1% | -2.2% | -14.9% | -16.8% |
| 3M | +24.0% | -3.0% | +27.0% | +24.5% |
| 6M | +21.0% | +2.7% | +18.2% | +20.6% |
| YTD | -16.7% | -6.8% | -9.9% | -15.9% |
| 1Y | -45.9% | -5.3% | -40.7% | -45.6% |
| 3Y | +177.8% | -9.8% | +187.6% | +188.5% |
| All | +177.8% | -9.6% | +187.4% | +188.5% |
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