+187.0%
BR vs SNY
+64.5%
+122.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.0% | -3.3% | +0.3% | -2.1% |
| 30D | -0.3% | -2.2% | +1.9% | +0.3% |
| 3M | +17.3% | -3.0% | +20.3% | +18.2% |
| 6M | -6.7% | +2.7% | -9.4% | -7.6% |
| YTD | -23.4% | -6.8% | -16.6% | -22.3% |
| 1Y | -32.7% | -5.3% | -27.4% | -32.2% |
| 3Y | -5.9% | -9.8% | +3.9% | -6.1% |
| 5Y | +8.4% | +9.7% | -1.2% | -1.2% |
| All | +187.0% | +64.5% | +122.5% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling