-66.5%
U vs SNY
+9.4%
-75.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.5% | -3.3% | +8.8% | +6.3% |
| 30D | -1.3% | -2.2% | +0.9% | -0.8% |
| 3M | +64.6% | -3.0% | +67.6% | +65.4% |
| 6M | +119.4% | +2.7% | +116.6% | +117.5% |
| YTD | -0.5% | -6.8% | +6.4% | +0.6% |
| 1Y | +1.3% | -5.3% | +6.6% | +1.5% |
| 3Y | +15.6% | -9.8% | +25.4% | +15.5% |
| All | -66.5% | +9.4% | -75.9% | -69.6% |
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