+5.2%
SSPC vs SNY
+7.7%
-2.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.7% | +3.1% | +8.3% |
| 7D | +11.8% | +12.4% | -0.5% | +14.8% |
| 30D | +44.8% | +20.1% | +24.7% | +54.8% |
| 3M | -40.7% | +11.2% | -51.9% | -41.6% |
| All | +5.2% | +7.7% | -2.4% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling