+265.2%
SU vs SNY
+64.5%
+200.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | -3.3% | +5.6% | +3.2% |
| 30D | +8.4% | -2.2% | +10.6% | +9.1% |
| 3M | +12.1% | -3.0% | +15.1% | +12.8% |
| 6M | +19.7% | +2.7% | +16.9% | +17.9% |
| YTD | +58.4% | -6.8% | +65.3% | +60.6% |
| 1Y | +67.2% | -5.3% | +72.5% | +68.1% |
| 3Y | +125.0% | -9.8% | +134.8% | +123.3% |
| 5Y | +355.1% | +9.7% | +345.4% | +302.0% |
| All | +265.2% | +64.5% | +200.7% | +190.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling