-63.2%
W vs SNY
+9.4%
-72.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.9% | -3.3% | +2.5% | +0.5% |
| 30D | -4.2% | -2.2% | -2.1% | -3.4% |
| 3M | +26.9% | -3.0% | +29.9% | +28.2% |
| 6M | +31.2% | +2.7% | +28.5% | +30.0% |
| YTD | -1.8% | -6.8% | +5.0% | +0.7% |
| 1Y | +9.3% | -5.3% | +14.6% | +11.2% |
| 3Y | +33.2% | -9.8% | +43.0% | +35.0% |
| All | -63.2% | +9.4% | -72.7% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling