+406.7%
BNY vs SIMO
+605.2%
-198.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.2% | -7.2% | -0.9% |
| 7D | -1.3% | +11.0% | -12.4% | -2.8% |
| 30D | -0.2% | +17.9% | -18.1% | -2.8% |
| 3M | +14.9% | +3.9% | +11.0% | +12.4% |
| 6M | +40.0% | +131.0% | -91.0% | +17.8% |
| YTD | +42.0% | +209.3% | -167.3% | +12.4% |
| 1Y | +56.9% | +223.8% | -166.9% | +22.5% |
| 3Y | +289.9% | +479.2% | -189.4% | +166.9% |
| 5Y | +259.2% | +316.0% | -56.8% | +152.2% |
| All | +406.7% | +605.2% | -198.5% | +192.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling