+61.9%
SNY vs BTG
+159.3%
-97.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -3.3% | -3.8% | +0.4% | -3.1% |
| 30D | -2.2% | +3.6% | -5.8% | -2.4% |
| 3M | -3.0% | +32.0% | -35.1% | -4.9% |
| 6M | +2.7% | +3.4% | -0.6% | +2.0% |
| YTD | -6.8% | +20.8% | -27.6% | -8.6% |
| 1Y | -5.3% | +22.4% | -27.7% | -7.4% |
| 3Y | -9.8% | +91.7% | -101.5% | -15.1% |
| 5Y | +9.7% | +79.0% | -69.3% | +2.9% |
| All | +61.9% | +159.3% | -97.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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