+198.4%
BP vs SNY
+242.6%
-44.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +4.0% | -3.6% | +7.6% | +5.6% |
| 30D | +7.8% | -1.4% | +9.3% | +8.4% |
| 3M | +8.4% | -4.2% | +12.6% | +9.8% |
| 6M | +15.1% | +2.0% | +13.1% | +13.0% |
| YTD | +36.4% | -6.7% | +43.1% | +38.9% |
| 1Y | +40.9% | -4.7% | +45.6% | +41.4% |
| 3Y | +38.8% | -8.1% | +47.0% | +35.7% |
| 5Y | +141.1% | +8.2% | +132.9% | +112.8% |
| 10Y | +133.9% | +64.8% | +69.1% | +64.4% |
| All | +198.4% | +242.6% | -44.2% | +30.6% |
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