+289.9%
BNY vs SAN
+352.3%
-62.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | -0.6% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -0.2% | +0.9% | -1.1% | -0.5% |
| 3M | +14.9% | +19.1% | -4.2% | +8.8% |
| 6M | +40.0% | +33.2% | +6.8% | +27.3% |
| YTD | +42.0% | +29.1% | +12.9% | +30.0% |
| 1Y | +56.9% | +50.2% | +6.6% | +36.7% |
| 3Y | +289.9% | +351.0% | -61.2% | +139.4% |
| All | +289.9% | +352.3% | -62.4% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling