+406.7%
BNY vs SRE
+122.3%
+284.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | -0.2% | -3.0% | +2.8% | +0.8% |
| 3M | +14.9% | -8.3% | +23.2% | +18.5% |
| 6M | +40.0% | -8.9% | +48.9% | +44.3% |
| YTD | +42.0% | -4.3% | +46.2% | +43.1% |
| 1Y | +56.9% | +2.7% | +54.1% | +53.2% |
| 3Y | +289.9% | +28.7% | +261.2% | +238.6% |
| 5Y | +259.2% | +47.1% | +212.0% | +193.0% |
| All | +406.7% | +122.3% | +284.4% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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