+406.7%
BNY vs SM
+23.0%
+383.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.3% | +4.6% | -5.9% | -1.9% |
| 30D | -0.2% | +18.2% | -18.4% | -2.3% |
| 3M | +14.9% | +22.5% | -7.6% | +11.6% |
| 6M | +40.0% | +50.6% | -10.6% | +31.5% |
| YTD | +42.0% | +108.1% | -66.1% | +27.6% |
| 1Y | +56.9% | +46.0% | +10.8% | +46.9% |
| 3Y | +289.9% | +2.9% | +287.0% | +272.7% |
| 5Y | +259.2% | +112.6% | +146.6% | +204.3% |
| All | +406.7% | +23.0% | +383.7% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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