+520.3%
T vs SNY
+241.9%
+278.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +1.5% | -3.3% | +4.8% | +2.6% |
| 30D | +7.5% | -2.2% | +9.6% | +8.2% |
| 3M | +14.8% | -3.0% | +17.9% | +15.9% |
| 6M | -1.7% | +2.7% | -4.5% | -2.9% |
| YTD | +8.7% | -6.8% | +15.5% | +10.6% |
| 1Y | -7.5% | -5.3% | -2.2% | -6.6% |
| 3Y | +110.2% | -9.8% | +120.0% | +109.8% |
| 5Y | +71.6% | +9.7% | +62.0% | +57.5% |
| 10Y | +74.5% | +64.5% | +10.0% | +35.2% |
| All | +520.3% | +241.9% | +278.4% | +213.5% |
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