+39.2%
SN vs SNY
-4.5%
+43.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -7.3% | -3.3% | -3.9% | -6.3% |
| 30D | -13.6% | -2.2% | -11.5% | -13.2% |
| 3M | +18.6% | -3.0% | +21.6% | +19.3% |
| 6M | +46.0% | +2.7% | +43.2% | +45.9% |
| YTD | +43.7% | -6.8% | +50.5% | +44.2% |
| 1Y | +39.2% | -5.3% | +44.4% | +38.8% |
| All | +39.2% | -4.5% | +43.7% | +38.8% |
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