+71.6%
SM vs SNY
+2.7%
+68.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +4.7% | -20.0% | -13.8% |
| 7D | -21.5% | +12.4% | -33.9% | -19.0% |
| 30D | -11.4% | +20.1% | -31.5% | -7.4% |
| 3M | +0.6% | +11.2% | -10.6% | +3.6% |
| 6M | +0.2% | +9.5% | -9.3% | +2.6% |
| YTD | +69.7% | +3.4% | +66.3% | +75.8% |
| 1Y | +71.6% | +2.0% | +69.5% | +77.9% |
| All | +71.6% | +2.7% | +68.8% | +77.9% |
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