+139.3%
SW vs SNY
+62.9%
+76.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -1.0% | -2.9% |
| 7D | -2.6% | -2.7% | +0.2% | -2.0% |
| 30D | -7.5% | -0.7% | -6.8% | -7.3% |
| 3M | +10.3% | -1.7% | +11.9% | +10.7% |
| 6M | +5.4% | +2.2% | +3.2% | +4.9% |
| YTD | +17.9% | -6.0% | +23.9% | +19.3% |
| 1Y | -2.4% | -2.7% | +0.3% | -1.9% |
| 3Y | +28.7% | -7.5% | +36.2% | +29.0% |
| 5Y | -5.7% | +6.7% | -12.4% | -9.9% |
| 10Y | +139.3% | +62.3% | +77.0% | +113.8% |
| All | +139.3% | +62.9% | +76.4% | +113.8% |
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