-2.4%
SW vs SNY
-2.3%
-0.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.4% |
| 7D | -2.6% | -2.7% | +0.2% | -1.4% |
| 30D | -7.5% | -0.7% | -6.8% | -7.1% |
| 3M | +10.3% | -1.6% | +11.9% | +11.4% |
| 6M | +5.4% | +2.3% | +3.2% | +5.3% |
| YTD | +17.9% | -6.0% | +23.8% | +20.8% |
| 1Y | -2.4% | -2.7% | +0.3% | -2.0% |
| All | -2.4% | -2.3% | -0.1% | -2.0% |
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 · 6 months rolling