+47.6%
TSLA vs SNY
+9.4%
+38.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.2% | -3.3% | +6.5% | +3.6% |
| 30D | +11.6% | -2.2% | +13.7% | +11.9% |
| 3M | -8.4% | -3.0% | -5.4% | -8.1% |
| 6M | -10.4% | +2.7% | -13.1% | -10.9% |
| YTD | -18.7% | -6.8% | -11.9% | -18.1% |
| 1Y | -0.9% | -5.3% | +4.3% | -0.7% |
| 3Y | +33.6% | -9.8% | +43.4% | +33.3% |
| All | +47.6% | +9.4% | +38.1% | +33.8% |
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