+1,743.8%
TER vs SNY
+241.9%
+1,501.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +6.4% | -3.3% | +9.7% | +8.2% |
| 30D | -5.7% | -2.2% | -3.5% | -4.8% |
| 3M | -0.4% | -3.0% | +2.6% | -0.4% |
| 6M | +25.8% | +2.7% | +23.1% | +21.5% |
| YTD | +96.4% | -6.8% | +103.3% | +99.2% |
| 1Y | +229.2% | -5.3% | +234.5% | +228.7% |
| 3Y | +288.1% | -9.8% | +297.9% | +277.5% |
| 5Y | +219.9% | +9.7% | +210.3% | +165.1% |
| 10Y | +1,875.0% | +64.5% | +1,810.5% | +1,127.6% |
| All | +1,743.8% | +241.9% | +1,501.9% | +487.1% |
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