+780.5%
BNY vs SIMO
+3,332.4%
-2,551.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 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 | +43.8% | +178.6% | -134.8% | +13.2% |
| 1Y | +58.9% | +220.0% | -161.1% | +21.3% |
| 3Y | +290.4% | +409.0% | -118.6% | +167.5% |
| 5Y | +250.1% | +277.3% | -27.2% | +144.5% |
| 10Y | +410.7% | +506.6% | -95.9% | +207.3% |
| All | +780.5% | +3,332.4% | -2,551.9% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling