+45.4%
SMR vs SNY
-9.6%
+55.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.1% | -15.8% | -15.7% |
| 7D | -11.2% | -3.3% | -7.9% | -10.8% |
| 30D | -10.2% | -2.2% | -8.1% | -9.9% |
| 3M | -10.0% | -3.0% | -7.0% | -9.9% |
| 6M | -30.5% | +2.7% | -33.2% | -31.2% |
| YTD | -39.2% | -6.8% | -32.4% | -38.5% |
| 1Y | -75.5% | -5.3% | -70.3% | -75.5% |
| 3Y | +45.4% | -9.8% | +55.2% | +48.1% |
| All | +45.4% | -9.6% | +55.0% | +48.1% |
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