+2,871.6%
BHP vs SNY
+241.9%
+2,629.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -3.6% | -3.3% | -0.3% | -1.8% |
| 30D | -1.2% | -2.2% | +1.0% | 0.0% |
| 3M | +1.2% | -3.0% | +4.2% | +2.4% |
| 6M | +21.4% | +2.7% | +18.7% | +18.5% |
| YTD | +50.4% | -6.8% | +57.3% | +54.7% |
| 1Y | +67.5% | -5.3% | +72.8% | +69.6% |
| 3Y | +72.8% | -9.8% | +82.6% | +70.4% |
| 5Y | +112.6% | +9.7% | +102.9% | +79.6% |
| 10Y | +481.7% | +64.5% | +417.2% | +265.5% |
| All | +2,871.6% | +241.9% | +2,629.7% | +1,063.8% |
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