+4,167.9%
BN vs SNY
+241.9%
+3,926.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -5.2% | -3.3% | -1.9% | -3.8% |
| 30D | -14.5% | -2.2% | -12.3% | -13.7% |
| 3M | -15.0% | -3.0% | -12.0% | -14.2% |
| 6M | -5.4% | +2.7% | -8.1% | -6.7% |
| YTD | -16.4% | -6.8% | -9.6% | -14.5% |
| 1Y | -16.2% | -5.3% | -11.0% | -15.2% |
| 3Y | +67.5% | -9.8% | +77.3% | +67.3% |
| 5Y | +34.1% | +9.7% | +24.5% | +20.2% |
| 10Y | +261.8% | +64.5% | +197.3% | +167.1% |
| All | +4,167.9% | +241.9% | +3,926.0% | +2,111.1% |
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