+1,766.1%
SGI vs SNY
+182.2%
+1,584.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -4.9% | -3.6% | -1.3% | -3.2% |
| 30D | +1.6% | -1.9% | +3.5% | +2.5% |
| 3M | -3.2% | -2.0% | -1.2% | -2.4% |
| 6M | -16.0% | +2.5% | -18.6% | -17.1% |
| YTD | -25.4% | -7.0% | -18.5% | -23.0% |
| 1Y | -21.6% | -4.4% | -17.2% | -20.4% |
| 3Y | +52.9% | -8.4% | +61.3% | +51.3% |
| 5Y | +47.5% | +9.5% | +38.0% | +28.3% |
| 10Y | +263.5% | +64.3% | +199.2% | +143.2% |
| All | +1,766.1% | +182.2% | +1,584.0% | +724.5% |
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 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