+23.6%
SYY vs SNY
+9.4%
+14.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.9% | -3.3% | +7.3% | +4.6% |
| 30D | -1.7% | -2.2% | +0.4% | -1.4% |
| 3M | +5.2% | -3.0% | +8.2% | +5.7% |
| 6M | -0.2% | +2.7% | -2.9% | -0.9% |
| YTD | +15.4% | -6.8% | +22.2% | +16.6% |
| 1Y | +5.6% | -5.3% | +10.9% | +6.2% |
| 3Y | +28.9% | -9.8% | +38.7% | +29.4% |
| All | +23.6% | +9.4% | +14.1% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling