-17.5%
Z vs SNY
+22.7%
-40.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -13.1% | +2.0% | -15.1% | -13.6% |
| 30D | +5.9% | +21.9% | -16.0% | -0.6% |
| 3M | -13.7% | +11.2% | -24.9% | -16.7% |
| 6M | -27.1% | +14.0% | -41.1% | -30.0% |
| YTD | -56.8% | +5.5% | -62.3% | -57.8% |
| 1Y | -60.2% | -1.1% | -59.1% | -60.5% |
| All | -17.5% | +22.7% | -40.1% | -17.9% |
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