-65.8%
Z vs SNY
+6.4%
-72.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -5.8% |
| 7D | -3.3% | -2.7% | -0.5% | -2.5% |
| 30D | -3.7% | -0.7% | -3.0% | -3.5% |
| 3M | -7.0% | -1.6% | -5.3% | -6.5% |
| 6M | -29.5% | +2.3% | -31.8% | -29.8% |
| YTD | -52.6% | -6.0% | -46.6% | -51.9% |
| 1Y | -64.0% | -2.7% | -61.3% | -63.9% |
| 3Y | -36.4% | -7.5% | -29.0% | -36.2% |
| 5Y | -65.8% | +6.7% | -72.5% | -68.5% |
| All | -65.8% | +6.4% | -72.1% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling