+428.5%
BNY vs SPMO
+566.1%
-137.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -1.3% | -0.9% | -0.4% | -0.7% |
| 30D | -0.2% | -1.9% | +1.8% | +1.0% |
| 3M | +14.9% | -1.4% | +16.3% | +14.5% |
| 6M | +40.0% | +25.5% | +14.5% | +16.8% |
| YTD | +42.0% | +24.8% | +17.1% | +19.0% |
| 1Y | +56.9% | +24.5% | +32.4% | +31.5% |
| 3Y | +289.9% | +157.1% | +132.7% | +90.2% |
| 5Y | +259.2% | +149.5% | +109.7% | +79.2% |
| 10Y | +413.3% | +518.1% | -104.8% | +46.5% |
| All | +428.5% | +566.1% | -137.6% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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