-35.0%
SFM vs SNY
+2.7%
-37.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.9% |
| 7D | -12.3% | +12.4% | -24.6% | -13.4% |
| 30D | -16.2% | +20.1% | -36.4% | -18.0% |
| 3M | -36.8% | +11.2% | -48.0% | -37.5% |
| 6M | -32.6% | +9.5% | -42.1% | -33.7% |
| YTD | -31.7% | +3.4% | -35.1% | -33.3% |
| 1Y | -35.0% | +2.0% | -37.0% | -36.2% |
| All | -35.0% | +2.7% | -37.7% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling