+61.9%
SNY vs DAR
+366.1%
-304.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -2.2% | +2.6% | -4.8% | -2.5% |
| 3M | -3.0% | +14.2% | -17.3% | -4.8% |
| 6M | +2.7% | +17.2% | -14.5% | +0.3% |
| YTD | -6.8% | +80.9% | -87.7% | -14.0% |
| 1Y | -5.3% | +104.0% | -109.2% | -14.0% |
| 3Y | -9.8% | +3.6% | -13.4% | -12.5% |
| 5Y | +9.7% | -7.8% | +17.5% | +5.7% |
| All | +61.9% | +366.1% | -304.2% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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