+289.9%
BNY vs SFM
+82.1%
+207.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | 0.0% |
| 7D | -1.3% | -10.6% | +9.3% | -0.6% |
| 30D | -0.2% | -15.5% | +15.3% | +0.9% |
| 3M | +14.9% | -17.4% | +32.4% | +16.3% |
| 6M | +40.0% | -3.4% | +43.4% | +39.3% |
| YTD | +42.0% | -8.7% | +50.7% | +42.1% |
| 1Y | +56.9% | -47.2% | +104.0% | +67.6% |
| 3Y | +289.9% | +82.7% | +207.1% | +238.1% |
| All | +289.9% | +82.1% | +207.8% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling