-37.1%
Z vs SNY
-9.4%
-27.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -7.1% | -3.6% | -3.4% | -6.3% |
| 30D | -4.8% | -1.4% | -3.3% | -4.4% |
| 3M | -9.3% | -4.2% | -5.1% | -8.5% |
| 6M | -29.0% | +2.0% | -31.0% | -29.1% |
| YTD | -52.9% | -6.7% | -46.2% | -52.3% |
| 1Y | -63.1% | -4.7% | -58.5% | -62.8% |
| All | -37.1% | -9.4% | -27.7% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling