+363.6%
XLF vs SNY
+241.9%
+121.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -1.5% | -3.3% | +1.9% | +0.1% |
| 30D | -1.2% | -2.2% | +1.0% | -0.2% |
| 3M | +9.2% | -3.0% | +12.2% | +10.4% |
| 6M | +16.3% | +2.7% | +13.6% | +14.0% |
| YTD | +5.4% | -6.8% | +12.3% | +8.0% |
| 1Y | +7.6% | -5.3% | +12.9% | +8.8% |
| 3Y | +74.2% | -9.8% | +84.0% | +71.9% |
| 5Y | +66.1% | +9.7% | +56.5% | +43.4% |
| 10Y | +252.8% | +64.5% | +188.3% | +134.0% |
| All | +363.6% | +241.9% | +121.7% | +81.0% |
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 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