+23.0%
BBY vs SN
+453.9%
-430.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.0% | +1.0% |
| 7D | +0.7% | -7.2% | +7.9% | +2.5% |
| 30D | +5.8% | -13.4% | +19.1% | +9.2% |
| 3M | +18.0% | +26.8% | -8.8% | +10.3% |
| 6M | +39.8% | +44.6% | -4.7% | +25.6% |
| YTD | +35.4% | +45.3% | -9.9% | +20.8% |
| 1Y | +21.4% | +40.1% | -18.7% | +8.8% |
| 3Y | +39.5% | +375.3% | -335.7% | +7.5% |
| All | +23.0% | +453.9% | -430.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling