+27.6%
USFR vs SNY
+48.3%
-20.7%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.1% | -3.3% | +3.5% | +0.1% |
| 30D | +0.4% | -2.2% | +2.5% | +0.4% |
| 3M | +1.0% | -3.0% | +4.1% | +1.0% |
| 6M | +2.0% | +2.7% | -0.8% | +2.0% |
| YTD | +2.8% | -6.8% | +9.6% | +2.8% |
| 1Y | +4.1% | -5.3% | +9.3% | +4.1% |
| 3Y | +14.1% | -9.8% | +23.9% | +14.1% |
| 5Y | +20.6% | +9.7% | +10.9% | +20.5% |
| 10Y | +28.1% | +64.5% | -36.4% | +27.8% |
| All | +27.6% | +48.3% | -20.7% | +27.7% |
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