+722.5%
SW vs SNY
+205.3%
+517.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.3% | +6.1% | -3.8% | +1.5% |
| 30D | +6.8% | +17.0% | -10.2% | +4.5% |
| 3M | -5.2% | +9.7% | -14.9% | -6.4% |
| 6M | +7.4% | +7.5% | 0.0% | +6.4% |
| YTD | +17.4% | +2.5% | +14.9% | +16.9% |
| 1Y | +27.1% | +0.3% | +26.8% | +26.9% |
| 3Y | +47.9% | +19.5% | +28.4% | +44.3% |
| 5Y | -2.6% | +13.6% | -16.2% | -5.4% |
| 10Y | +182.7% | +77.5% | +105.2% | +164.0% |
| All | +722.5% | +205.3% | +517.2% | +663.7% |
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