+31.6%
USB vs SNY
-3.5%
+35.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -0.9% |
| 7D | +2.1% | -2.7% | +4.8% | +2.7% |
| 30D | -2.3% | -0.7% | -1.6% | -2.2% |
| 3M | +13.9% | -1.6% | +15.5% | +14.2% |
| 6M | +21.6% | +2.3% | +19.3% | +21.2% |
| YTD | +19.3% | -6.0% | +25.3% | +20.1% |
| All | +31.6% | -3.5% | +35.1% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling