+72.4%
UBER vs SNY
+38.7%
+33.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -5.4% | -3.3% | -2.1% | -4.4% |
| 30D | -4.9% | -2.2% | -2.7% | -4.2% |
| 3M | +3.0% | -3.0% | +6.1% | +4.1% |
| 6M | -4.4% | +2.7% | -7.1% | -5.2% |
| YTD | -12.3% | -6.8% | -5.4% | -10.6% |
| 1Y | -24.3% | -5.3% | -19.0% | -23.6% |
| 3Y | +46.4% | -9.8% | +56.2% | +46.6% |
| 5Y | +79.7% | +9.7% | +70.0% | +59.3% |
| All | +72.4% | +38.7% | +33.7% | +36.2% |
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 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