+334.2%
BNY vs SNAP
-77.4%
+411.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +1.5% | +1.5% | 0.0% | +1.3% |
| 30D | +3.3% | +1.9% | +1.4% | +3.1% |
| 3M | +15.3% | -3.9% | +19.2% | +15.2% |
| 6M | +42.5% | +5.2% | +37.2% | +40.7% |
| YTD | +42.0% | -32.7% | +74.7% | +45.0% |
| 1Y | +59.3% | -24.8% | +84.1% | +60.9% |
| 3Y | +291.2% | -42.2% | +333.4% | +290.5% |
| 5Y | +252.1% | -92.7% | +344.7% | +282.6% |
| All | +334.2% | -77.4% | +411.5% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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