+33.6%
TSLA vs SNY
-9.6%
+43.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -3.3% | +6.5% | +3.4% |
| 30D | +11.6% | -2.2% | +13.7% | +11.7% |
| 3M | -8.4% | -3.0% | -5.4% | -8.2% |
| 6M | -10.4% | +2.7% | -13.1% | -10.6% |
| YTD | -18.7% | -6.8% | -11.9% | -18.3% |
| 1Y | -0.9% | -5.3% | +4.3% | -0.9% |
| 3Y | +33.6% | -9.8% | +43.4% | +35.2% |
| All | +33.6% | -9.6% | +43.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling