+289.9%
BNY vs SGI
+51.7%
+238.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -1.3% | -4.5% | +3.1% | -0.4% |
| 30D | -0.2% | +4.2% | -4.3% | -1.1% |
| 3M | +14.9% | -7.4% | +22.4% | +16.3% |
| 6M | +40.0% | -15.1% | +55.0% | +43.6% |
| YTD | +42.0% | -24.7% | +66.7% | +49.5% |
| 1Y | +56.9% | -21.8% | +78.6% | +63.4% |
| 3Y | +289.9% | +50.0% | +239.8% | +251.8% |
| All | +289.9% | +51.7% | +238.1% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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