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  • BNY vs SIMO✓SelectedUSD · SIMOBNY vs SIMO performance historyLatest closeAs of+0.31%09/04
Stock and ETF performance explorer

BNY vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+781.2%
SIMO return
+3,332.4%
Excess return
-2,551.2%
Maximum drawdown
-62.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-07.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D+0.3%+8.7%-8.4%-1.1%
7D+1.4%+4.2%-2.8%+0.6%
30D+3.8%+4.1%-0.2%+2.5%
3M+14.9%-12.9%+27.8%+15.0%
6M+40.3%+110.3%-70.0%+17.3%
YTD+43.9%+178.6%-134.7%+13.3%
1Y+59.0%+220.0%-161.0%+21.4%
3Y+290.7%+409.0%-118.3%+167.7%
5Y+250.4%+277.3%-26.9%+144.7%
10Y+411.2%+506.6%-95.5%+207.5%
All+781.2%+3,332.4%-2,551.2%+168.6%

Cumulative growth

Daily Returns

Daily percentage return beside SIMO.

Daily Out/Under-Performance

Portfolio return minus SIMO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SIMO 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded SIMO 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…

1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling