+1,517.3%
BNS vs SNY
+241.9%
+1,275.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -0.4% | -3.3% | +2.9% | +0.8% |
| 30D | +3.5% | -2.2% | +5.6% | +4.2% |
| 3M | +14.1% | -3.0% | +17.1% | +15.0% |
| 6M | +33.8% | +2.7% | +31.0% | +31.8% |
| YTD | +29.5% | -6.8% | +36.3% | +31.8% |
| 1Y | +48.4% | -5.3% | +53.7% | +49.7% |
| 3Y | +129.6% | -9.8% | +139.4% | +128.8% |
| 5Y | +96.1% | +9.7% | +86.4% | +77.6% |
| 10Y | +186.2% | +64.5% | +121.7% | +116.4% |
| All | +1,517.3% | +241.9% | +1,275.4% | +756.0% |
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 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