+256.9%
BNY vs SPYG
+85.2%
+171.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | -0.2% | -1.5% | +1.3% | +0.7% |
| 3M | +14.9% | +3.7% | +11.2% | +12.0% |
| 6M | +40.0% | +16.4% | +23.6% | +26.5% |
| YTD | +42.0% | +13.3% | +28.6% | +30.4% |
| 1Y | +56.9% | +17.9% | +39.0% | +40.3% |
| 3Y | +289.9% | +98.3% | +191.5% | +143.4% |
| All | +256.9% | +85.2% | +171.7% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling