+33.2%
W vs SNY
-9.6%
+42.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.9% | -3.3% | +2.5% | +0.2% |
| 30D | -4.2% | -2.2% | -2.1% | -3.6% |
| 3M | +26.9% | -3.0% | +29.9% | +28.0% |
| 6M | +31.2% | +2.7% | +28.5% | +30.6% |
| YTD | -1.8% | -6.8% | +5.0% | +0.1% |
| 1Y | +9.3% | -5.3% | +14.6% | +10.9% |
| 3Y | +33.2% | -9.8% | +43.0% | +34.0% |
| All | +33.2% | -9.6% | +42.8% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling