+254.7%
XLF vs SNY
+67.2%
+187.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -1.8% | -2.1% | +0.2% | -1.2% |
| 30D | -1.9% | -0.9% | -1.1% | -1.7% |
| 3M | +7.3% | -2.1% | +9.4% | +7.8% |
| 6M | +17.7% | +4.9% | +12.8% | +15.5% |
| YTD | +5.0% | -5.6% | +10.7% | +6.4% |
| 1Y | +7.6% | -2.8% | +10.4% | +7.6% |
| 3Y | +70.8% | -8.7% | +79.5% | +69.6% |
| 5Y | +65.8% | +11.2% | +54.6% | +47.6% |
| 10Y | +254.7% | +66.5% | +188.1% | +173.9% |
| All | +254.7% | +67.2% | +187.5% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling