-60.0%
Z vs SNY
-1.6%
-58.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -4.9% | +3.3% | -8.2% | -6.8% |
| 30D | +3.0% | +23.9% | -20.9% | -7.5% |
| 3M | -13.4% | +10.9% | -24.3% | -18.4% |
| 6M | -27.3% | +13.1% | -40.4% | -31.8% |
| YTD | -57.8% | +5.5% | -63.3% | -59.6% |
| 1Y | -60.0% | -1.5% | -58.5% | -60.0% |
| All | -60.0% | -1.6% | -58.5% | -60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling