+5,377.2%
BNY vs SM
+1,680.5%
+3,696.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +1.9% | +20.3% | -18.4% | -1.0% |
| 3M | +13.9% | +22.9% | -9.0% | +9.6% |
| 6M | +42.3% | +47.8% | -5.5% | +32.1% |
| YTD | +41.8% | +107.5% | -65.6% | +24.6% |
| 1Y | +57.9% | +51.7% | +6.2% | +44.7% |
| 3Y | +290.7% | -0.9% | +291.6% | +271.6% |
| 5Y | +252.3% | +112.2% | +140.0% | +185.3% |
| 10Y | +412.8% | +20.3% | +392.5% | +223.5% |
| All | +5,377.2% | +1,680.5% | +3,696.7% | +2,227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling