+7,916.8%
BNY vs SAN
+2,079.3%
+5,837.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +1.9% | -0.1% | +2.0% | +1.9% |
| 3M | +13.9% | +19.6% | -5.7% | +4.5% |
| 6M | +42.3% | +32.7% | +9.6% | +23.5% |
| YTD | +41.8% | +26.7% | +15.2% | +24.9% |
| 1Y | +57.9% | +51.6% | +6.3% | +27.6% |
| 3Y | +290.7% | +348.7% | -58.0% | +84.4% |
| 5Y | +252.3% | +378.7% | -126.5% | +55.9% |
| 10Y | +412.8% | +336.9% | +75.9% | +118.1% |
| All | +7,916.8% | +2,079.3% | +5,837.4% | +1,807.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling