+289.1%
SN vs SNY
-8.5%
+297.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -7.3% | -3.3% | -3.9% | -6.6% |
| 30D | -13.6% | -2.2% | -11.5% | -13.3% |
| 3M | +18.6% | -3.0% | +21.6% | +19.2% |
| 6M | +46.0% | +2.7% | +43.2% | +45.3% |
| YTD | +43.7% | -6.8% | +50.5% | +45.2% |
| 1Y | +39.2% | -5.3% | +44.4% | +40.1% |
| 3Y | +306.5% | -9.8% | +316.3% | +317.7% |
| All | +289.1% | -8.5% | +297.5% | +283.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling