-92.8%
UUUU vs SNY
+130.4%
-223.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.1% |
| 7D | -10.5% | -3.3% | -7.2% | -8.9% |
| 30D | -10.5% | -2.2% | -8.4% | -9.4% |
| 3M | -14.1% | -3.0% | -11.1% | -13.3% |
| 6M | -35.5% | +2.7% | -38.2% | -37.1% |
| YTD | -10.9% | -6.8% | -4.1% | -9.0% |
| 1Y | +3.4% | -5.3% | +8.6% | +3.7% |
| 3Y | +73.1% | -9.8% | +82.9% | +67.4% |
| 5Y | +87.1% | +9.7% | +77.5% | +58.1% |
| 10Y | +463.0% | +64.5% | +398.5% | +258.0% |
| All | -92.8% | +130.4% | -223.2% | -96.5% |
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