+43.9%
BNY vs SPG
+34.3%
+9.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.5% |
| 7D | +2.8% | +8.2% | -5.4% | +0.5% |
| 30D | +6.7% | +13.5% | -6.8% | +2.9% |
| 3M | -2.2% | +2.2% | -4.4% | -3.1% |
| 6M | +16.8% | +15.9% | +0.9% | +10.0% |
| YTD | +33.9% | +27.6% | +6.3% | +21.3% |
| 1Y | +43.9% | +30.9% | +13.0% | +28.8% |
| All | +43.9% | +34.3% | +9.6% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling