-16.2%
BA vs SNY
+22.5%
-38.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | +2.8% | -3.9% | -1.6% |
| 30D | -7.1% | +21.6% | -28.8% | -10.2% |
| 3M | -25.5% | +10.5% | -36.0% | -26.8% |
| 6M | -28.7% | +14.0% | -42.7% | -30.4% |
| YTD | -21.0% | +5.4% | -26.4% | -21.9% |
| 1Y | -11.9% | -2.5% | -9.4% | -11.6% |
| 3Y | -16.2% | +22.1% | -38.2% | -16.1% |
| All | -16.2% | +22.5% | -38.7% | -16.1% |
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 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