+61.9%
SNY vs BG
+166.7%
-104.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -3.3% | +3.1% | -6.4% | -3.8% |
| 30D | -2.2% | +10.2% | -12.4% | -3.6% |
| 3M | -3.0% | -1.7% | -1.4% | -3.0% |
| 6M | +2.7% | +1.0% | +1.8% | +2.2% |
| YTD | -6.8% | +39.9% | -46.8% | -11.7% |
| 1Y | -5.3% | +53.2% | -58.5% | -11.5% |
| 3Y | -9.8% | +16.3% | -26.1% | -13.2% |
| 5Y | +9.7% | +83.9% | -74.2% | -2.8% |
| All | +61.9% | +166.7% | -104.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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