+24.7%
Z vs SNY
+28.5%
-3.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | -4.2% | +3.4% | -7.6% | -5.3% |
| 3M | -3.7% | -0.3% | -3.4% | -3.6% |
| 6M | -24.5% | +1.0% | -25.5% | -24.9% |
| YTD | -49.3% | -3.6% | -45.7% | -48.9% |
| 1Y | -58.7% | +3.0% | -61.7% | -59.4% |
| 3Y | -34.1% | -4.3% | -29.8% | -35.3% |
| 5Y | -64.5% | +5.2% | -69.7% | -67.1% |
| 10Y | -0.5% | +70.2% | -70.7% | -24.4% |
| All | +24.7% | +28.5% | -3.8% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling