-10.6%
BA vs SNY
+2.7%
-13.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +1.5% |
| 7D | +5.9% | +12.4% | -6.5% | +4.4% |
| 30D | -8.2% | +20.1% | -28.3% | -10.2% |
| 3M | -25.4% | +11.2% | -36.6% | -26.2% |
| 6M | -20.0% | +9.5% | -29.5% | -20.9% |
| YTD | -18.5% | +3.4% | -21.9% | -19.0% |
| 1Y | -10.6% | +2.0% | -12.7% | -11.1% |
| All | -10.6% | +2.7% | -13.4% | -11.1% |
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