+61.9%
SNY vs COO
+17.0%
+44.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.3% | -22.5% | +19.2% | +3.1% |
| 30D | -2.2% | -29.7% | +27.6% | +7.1% |
| 3M | -3.0% | -20.1% | +17.1% | +2.4% |
| 6M | +2.7% | -26.9% | +29.6% | +10.9% |
| YTD | -6.8% | -34.2% | +27.4% | +3.3% |
| 1Y | -5.3% | -21.3% | +16.0% | -0.1% |
| 3Y | -9.8% | -38.7% | +28.9% | -0.4% |
| 5Y | +9.7% | -52.2% | +61.9% | +27.7% |
| All | +61.9% | +17.0% | +44.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling