+592.4%
BNY vs SFM
+106.3%
+486.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.2% |
| 7D | -1.1% | -8.8% | +7.7% | 0.0% |
| 30D | +1.4% | -14.5% | +15.9% | +3.2% |
| 3M | +16.8% | -16.8% | +33.6% | +18.9% |
| 6M | +42.0% | -5.3% | +47.3% | +41.7% |
| YTD | +41.9% | -9.4% | +51.3% | +42.1% |
| 1Y | +59.2% | -46.2% | +105.4% | +69.3% |
| 3Y | +290.9% | +81.3% | +209.6% | +249.7% |
| 5Y | +259.0% | +211.9% | +47.2% | +192.7% |
| 10Y | +413.0% | +268.4% | +144.7% | +290.4% |
| All | +592.4% | +106.3% | +486.2% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling