+266.6%
BNY vs S
-57.8%
+324.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | +1.5% | -5.8% | +7.3% | +2.0% |
| 30D | +3.3% | -9.2% | +12.5% | +4.1% |
| 3M | +15.3% | +23.4% | -8.0% | +12.6% |
| 6M | +42.5% | +36.9% | +5.5% | +37.2% |
| YTD | +42.0% | +29.5% | +12.5% | +37.2% |
| 1Y | +59.3% | +5.4% | +53.9% | +56.6% |
| 3Y | +291.2% | +14.7% | +276.5% | +274.3% |
| 5Y | +252.1% | -71.5% | +323.6% | +245.3% |
| All | +266.6% | -57.8% | +324.3% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling