+46.9%
BB vs SNY
-9.6%
+56.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.4% | -3.3% | +2.9% | -0.2% |
| 30D | -12.5% | -2.2% | -10.4% | -12.5% |
| 3M | -17.4% | -3.0% | -14.4% | -17.4% |
| 6M | +119.1% | +2.7% | +116.4% | +117.3% |
| YTD | +102.4% | -6.8% | +109.2% | +102.9% |
| 1Y | +98.2% | -5.3% | +103.5% | +97.6% |
| 3Y | +46.9% | -9.8% | +56.7% | +40.4% |
| All | +46.9% | -9.6% | +56.5% | +40.4% |
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 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