+1,382.5%
SNPS vs SNY
+242.6%
+1,139.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.5% | -3.6% | -1.8% | -4.3% |
| 30D | -4.5% | -1.4% | -3.0% | -4.1% |
| 3M | -15.5% | -4.2% | -11.3% | -14.7% |
| 6M | -10.1% | +2.0% | -12.0% | -11.5% |
| YTD | -16.3% | -6.7% | -9.6% | -15.3% |
| 1Y | -34.9% | -4.7% | -30.3% | -34.8% |
| 3Y | -14.4% | -8.1% | -6.2% | -16.1% |
| 5Y | +17.9% | +8.2% | +9.7% | +6.4% |
| 10Y | +574.2% | +64.8% | +509.4% | +410.7% |
| All | +1,382.5% | +242.6% | +1,139.9% | +616.8% |
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 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