+286.2%
BNY vs SN
+496.6%
-210.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +3.3% | -5.6% | +8.9% | +4.0% |
| 3M | +15.3% | +48.1% | -32.7% | +9.0% |
| 6M | +42.5% | +57.6% | -15.2% | +33.0% |
| YTD | +42.0% | +56.5% | -14.5% | +32.5% |
| 1Y | +59.3% | +52.6% | +6.7% | +48.7% |
| 3Y | +291.2% | +412.0% | -120.8% | +226.7% |
| All | +286.2% | +496.6% | -210.4% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling