-35.7%
U vs SNY
+4.6%
-40.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +5.5% | -3.3% | +8.8% | +6.2% |
| 30D | -1.3% | -2.2% | +0.9% | -0.9% |
| 3M | +64.6% | -3.0% | +67.6% | +65.3% |
| 6M | +119.4% | +2.7% | +116.6% | +117.8% |
| YTD | -0.5% | -6.8% | +6.4% | +0.5% |
| 1Y | +1.3% | -5.3% | +6.6% | +1.5% |
| 3Y | +15.6% | -9.8% | +25.4% | +15.6% |
| 5Y | -67.5% | +9.7% | -77.1% | -69.0% |
| All | -35.7% | +4.6% | -40.3% | -43.7% |
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