+69.6%
BHP vs SNY
+2.0%
+67.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +3.4% | +3.4% | 0.0% | +2.9% |
| 3M | +4.1% | -0.3% | +4.4% | +3.9% |
| 6M | +20.6% | +1.0% | +19.6% | +20.3% |
| YTD | +56.1% | -3.6% | +59.7% | +56.4% |
| 1Y | +69.6% | +3.0% | +66.6% | +77.4% |
| All | +69.6% | +2.0% | +67.6% | +77.4% |
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