+56.9%
BNY vs SPG
+19.1%
+37.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -1.3% | -1.2% | -0.2% | -1.1% |
| 30D | -0.2% | -6.1% | +6.0% | +1.4% |
| 3M | +14.9% | -3.6% | +18.6% | +15.3% |
| 6M | +40.0% | +10.4% | +29.6% | +33.3% |
| YTD | +42.0% | +14.4% | +27.6% | +34.0% |
| 1Y | +56.9% | +16.5% | +40.3% | +46.3% |
| All | +56.9% | +19.1% | +37.8% | +46.3% |
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