+4,683.4%
BNY vs SPY
+3,067.3%
+1,616.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -1.0% |
| 7D | -1.3% | -0.8% | -0.6% | -0.4% |
| 30D | -0.2% | -1.1% | +0.9% | +1.1% |
| 3M | +14.9% | +3.9% | +11.1% | +9.2% |
| 6M | +40.0% | +13.6% | +26.4% | +18.5% |
| YTD | +42.0% | +12.7% | +29.3% | +21.5% |
| 1Y | +56.9% | +17.5% | +39.3% | +27.1% |
| 3Y | +289.9% | +76.9% | +213.0% | +84.1% |
| 5Y | +259.2% | +83.6% | +175.6% | +59.2% |
| 10Y | +413.3% | +320.7% | +92.6% | -26.6% |
| All | +4,683.4% | +3,067.3% | +1,616.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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