+857.4%
SO vs SNY
+242.6%
+614.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | 0.0% | -3.6% | +3.7% | +0.9% |
| 30D | -2.5% | -1.4% | -1.0% | -2.2% |
| 3M | -4.2% | -4.2% | 0.0% | -3.4% |
| 6M | -7.7% | +2.0% | -9.6% | -8.3% |
| YTD | +3.8% | -6.7% | +10.5% | +5.1% |
| 1Y | +0.1% | -4.7% | +4.7% | +0.6% |
| 3Y | +44.2% | -8.1% | +52.3% | +43.7% |
| 5Y | +57.9% | +8.2% | +49.6% | +49.7% |
| 10Y | +162.0% | +64.8% | +97.2% | +123.8% |
| All | +857.4% | +242.6% | +614.8% | +539.9% |
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