+266.5%
BNY vs S
-57.1%
+323.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -1.3% | -0.7% | -0.7% | -1.3% |
| 30D | -0.2% | -11.4% | +11.3% | +0.8% |
| 3M | +14.9% | +33.8% | -18.9% | +11.3% |
| 6M | +40.0% | +39.5% | +0.5% | +34.6% |
| YTD | +42.0% | +31.7% | +10.3% | +37.0% |
| 1Y | +56.9% | +7.0% | +49.9% | +54.0% |
| 3Y | +289.9% | +11.8% | +278.1% | +273.8% |
| 5Y | +259.2% | -69.0% | +328.2% | +252.6% |
| All | +266.5% | -57.1% | +323.5% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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