+40.6%
BBY vs SN
+368.4%
-327.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -0.5% |
| 7D | +1.2% | -3.4% | +4.6% | +2.2% |
| 30D | +6.8% | -9.1% | +15.9% | +9.5% |
| 3M | +18.7% | +31.8% | -13.0% | +8.0% |
| 6M | +37.3% | +52.0% | -14.7% | +18.4% |
| YTD | +35.3% | +51.3% | -16.0% | +16.0% |
| 1Y | +20.7% | +46.9% | -26.2% | +3.9% |
| All | +40.6% | +368.4% | -327.9% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling