+38.1%
BNY vs SNY
+1.8%
+36.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.3% |
| 7D | -1.3% | +8.8% | -10.0% | -2.1% |
| 30D | +3.1% | +18.6% | -15.5% | +1.2% |
| 3M | -6.7% | +9.7% | -16.3% | -7.6% |
| 6M | +12.4% | +8.2% | +4.2% | +11.2% |
| YTD | +29.3% | +2.2% | +27.1% | +29.3% |
| 1Y | +38.1% | +1.0% | +37.1% | +38.2% |
| All | +38.1% | +1.8% | +36.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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