+286.1%
BNY vs SN
+447.8%
-161.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.3% | -7.3% | +5.9% | -0.4% |
| 30D | -0.2% | -13.6% | +13.4% | +1.6% |
| 3M | +14.9% | +18.6% | -3.7% | +12.0% |
| 6M | +40.0% | +46.0% | -6.0% | +32.0% |
| YTD | +42.0% | +43.7% | -1.7% | +33.9% |
| 1Y | +56.9% | +39.2% | +17.7% | +48.2% |
| 3Y | +289.9% | +306.5% | -16.6% | +230.2% |
| All | +286.1% | +447.8% | -161.7% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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