+319.3%
BB vs SNY
+241.5%
+77.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -2.1% | -3.6% | +1.6% | -0.8% |
| 30D | -16.0% | -1.9% | -14.1% | -15.6% |
| 3M | -14.5% | -2.0% | -12.6% | -14.4% |
| 6M | +118.6% | +2.5% | +116.0% | +114.3% |
| YTD | +98.9% | -7.0% | +105.9% | +101.6% |
| 1Y | +99.5% | -4.4% | +103.9% | +98.7% |
| 3Y | +65.4% | -8.4% | +73.8% | +62.5% |
| 5Y | -27.6% | +9.5% | -37.2% | -34.7% |
| 10Y | -0.4% | +64.3% | -64.7% | -24.3% |
| All | +319.3% | +241.5% | +77.7% | +104.5% |
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 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