+934.0%
BE vs SNY
+38.9%
+895.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +9.7% | -3.6% | +13.4% | +11.4% |
| 30D | +22.4% | -1.9% | +24.3% | +23.2% |
| 3M | +10.4% | -2.0% | +12.3% | +9.3% |
| 6M | +67.9% | +2.5% | +65.3% | +63.3% |
| YTD | +197.5% | -7.0% | +204.4% | +202.3% |
| 1Y | +310.6% | -4.4% | +315.0% | +311.4% |
| 3Y | +1,657.2% | -8.4% | +1,665.6% | +1,635.7% |
| 5Y | +1,218.2% | +9.5% | +1,208.6% | +1,027.8% |
| All | +934.0% | +38.9% | +895.1% | +700.7% |
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