-13.1%
BR vs SNY
+2.7%
-15.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +1.9% |
| 7D | +7.0% | +12.4% | -5.4% | +4.3% |
| 30D | +19.0% | +20.1% | -1.2% | +14.6% |
| 3M | +13.1% | +11.2% | +1.9% | +10.4% |
| 6M | +24.6% | +9.5% | +15.1% | +21.9% |
| YTD | -13.6% | +3.4% | -17.0% | -15.6% |
| 1Y | -13.1% | +2.0% | -15.1% | -14.8% |
| All | -13.1% | +2.7% | -15.9% | -14.8% |
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