-63.1%
Z vs SNY
-4.2%
-58.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -7.1% | -3.6% | -3.4% | -5.9% |
| 30D | -4.8% | -1.4% | -3.3% | -4.1% |
| 3M | -9.3% | -4.2% | -5.1% | -8.4% |
| 6M | -29.0% | +2.0% | -31.0% | -28.6% |
| YTD | -52.9% | -6.7% | -46.2% | -52.2% |
| 1Y | -63.1% | -4.7% | -58.5% | -62.7% |
| All | -63.1% | -4.2% | -58.9% | -62.7% |
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