+309.7%
SN vs SNY
-8.3%
+317.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -3.4% | -3.6% | +0.2% | -2.6% |
| 30D | -9.1% | -1.4% | -7.6% | -8.8% |
| 3M | +31.8% | -4.2% | +36.0% | +32.8% |
| 6M | +52.0% | +2.0% | +50.1% | +51.5% |
| YTD | +51.3% | -6.7% | +58.0% | +52.9% |
| 1Y | +46.9% | -4.7% | +51.5% | +47.7% |
| 3Y | +394.9% | -8.1% | +403.1% | +391.4% |
| All | +309.7% | -8.3% | +317.9% | +303.7% |
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