+43.9%
BNY vs SN
+156.5%
-112.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.9% |
| 7D | +2.8% | +10.6% | -7.9% | +1.8% |
| 30D | +6.7% | +20.0% | -13.3% | +4.9% |
| 3M | -2.2% | +30.4% | -32.5% | -4.7% |
| 6M | +16.8% | +91.0% | -74.2% | +8.5% |
| YTD | +33.9% | +95.9% | -62.1% | +22.6% |
| 1Y | +43.9% | +158.9% | -115.0% | +24.3% |
| All | +43.9% | +156.5% | -112.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling