+720.9%
BNY vs SNY
+241.9%
+478.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.3% | -3.3% | +2.0% | +0.4% |
| 30D | -0.2% | -2.2% | +2.0% | +0.9% |
| 3M | +14.9% | -3.0% | +18.0% | +16.1% |
| 6M | +40.0% | +2.7% | +37.3% | +36.7% |
| YTD | +42.0% | -6.8% | +48.8% | +45.5% |
| 1Y | +56.9% | -5.3% | +62.1% | +58.2% |
| 3Y | +289.9% | -9.8% | +299.6% | +282.3% |
| 5Y | +259.2% | +9.7% | +249.5% | +204.8% |
| 10Y | +413.3% | +64.5% | +348.8% | +222.8% |
| All | +720.9% | +241.9% | +478.9% | +190.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling