-68.1%
XYZ vs SNY
+9.1%
-77.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.2% | -3.6% | -1.5% | -4.0% |
| 30D | 0.0% | -1.9% | +1.9% | +0.6% |
| 3M | +18.7% | -2.0% | +20.6% | +19.3% |
| 6M | +20.5% | +2.5% | +18.0% | +19.4% |
| YTD | +21.5% | -7.0% | +28.4% | +23.8% |
| 1Y | +7.2% | -4.4% | +11.6% | +8.0% |
| 3Y | +49.0% | -8.4% | +57.4% | +47.5% |
| 5Y | -68.1% | +9.5% | -77.7% | -72.2% |
| All | -68.1% | +9.1% | -77.2% | -72.2% |
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 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