+24.3%
W vs SNY
+2.7%
+21.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.7% | +6.3% | +8.4% |
| 7D | +8.4% | +12.4% | -4.0% | +2.2% |
| 30D | +16.5% | +20.1% | -3.6% | +5.9% |
| 3M | +6.4% | +11.2% | -4.8% | +1.3% |
| 6M | +90.5% | +9.5% | +81.0% | +82.8% |
| YTD | +23.1% | +3.4% | +19.7% | +22.5% |
| 1Y | +24.3% | +2.0% | +22.2% | +25.1% |
| All | +24.3% | +2.7% | +21.5% | +25.1% |
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