+40.0%
BNY vs SITM
+79.8%
-39.8%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.1% |
| 7D | -1.3% | +3.9% | -5.2% | -1.4% |
| 30D | -0.2% | -6.6% | +6.4% | 0.0% |
| 3M | +14.9% | -11.9% | +26.8% | +14.4% |
| 6M | +40.0% | +81.1% | -41.1% | +28.1% |
| All | +40.0% | +79.8% | -39.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 6mo: compounded portfolio wealth divided by compounded SITM 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…
6mo analysis · Full analysis span regression · 6 months rolling