+599.1%
XYZ vs SNY
+64.5%
+534.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.3% | -3.3% | -1.0% | -2.8% |
| 30D | +1.2% | -2.2% | +3.3% | +2.2% |
| 3M | +14.6% | -3.0% | +17.7% | +16.0% |
| 6M | +22.6% | +2.7% | +19.8% | +20.5% |
| YTD | +21.7% | -6.8% | +28.5% | +25.1% |
| 1Y | +6.7% | -5.3% | +12.0% | +8.2% |
| 3Y | +46.8% | -9.8% | +56.6% | +45.2% |
| 5Y | -68.0% | +9.7% | -77.7% | -72.9% |
| All | +599.1% | +64.5% | +534.6% | +394.2% |
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