+235.4%
BBWI vs SNY
+241.9%
-6.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.4% |
| 7D | -4.8% | -3.3% | -1.5% | -3.4% |
| 30D | +3.5% | -2.2% | +5.6% | +4.4% |
| 3M | -0.3% | -3.0% | +2.7% | +0.8% |
| 6M | -5.4% | +2.7% | -8.1% | -6.8% |
| YTD | -4.7% | -6.8% | +2.1% | -2.2% |
| 1Y | -30.5% | -5.3% | -25.2% | -29.3% |
| 3Y | -44.3% | -9.8% | -34.5% | -44.5% |
| 5Y | -66.9% | +9.7% | -76.5% | -70.7% |
| 10Y | -55.3% | +64.5% | -119.8% | -68.2% |
| All | +235.4% | +241.9% | -6.5% | +41.7% |
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