+406.7%
BNY vs SPYG
+424.6%
-17.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -0.7% |
| 30D | -0.2% | -1.5% | +1.3% | +0.9% |
| 3M | +14.9% | +3.7% | +11.2% | +11.6% |
| 6M | +40.0% | +16.4% | +23.6% | +24.6% |
| YTD | +42.0% | +13.3% | +28.6% | +28.8% |
| 1Y | +56.9% | +17.9% | +39.0% | +38.0% |
| 3Y | +289.9% | +98.3% | +191.5% | +128.2% |
| 5Y | +259.2% | +86.4% | +172.8% | +116.8% |
| All | +406.7% | +424.6% | -17.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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