+512.9%
XYZ vs SNY
+52.3%
+460.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.1% |
| 7D | +2.9% | -2.7% | +5.6% | +4.2% |
| 30D | +1.4% | -0.7% | +2.1% | +1.7% |
| 3M | +14.6% | -1.6% | +16.2% | +15.1% |
| 6M | +20.8% | +2.3% | +18.5% | +19.1% |
| YTD | +23.1% | -6.0% | +29.1% | +25.9% |
| 1Y | +5.6% | -2.7% | +8.3% | +5.8% |
| 3Y | +50.9% | -7.5% | +58.4% | +47.4% |
| 5Y | -68.6% | +6.7% | -75.3% | -72.5% |
| 10Y | +580.0% | +62.3% | +517.7% | +386.4% |
| All | +512.9% | +52.3% | +460.6% | +342.1% |
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