+53.4%
BHP vs SNY
+2.7%
+50.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.7% |
| 7D | -2.5% | +12.4% | -14.9% | -4.6% |
| 30D | -7.7% | +20.1% | -27.9% | -10.9% |
| 3M | -6.4% | +11.2% | -17.6% | -7.7% |
| 6M | +5.2% | +9.5% | -4.3% | +3.6% |
| YTD | +38.3% | +3.4% | +34.9% | +39.5% |
| 1Y | +53.4% | +2.0% | +51.4% | +55.0% |
| All | +53.4% | +2.7% | +50.6% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling