+823.0%
BNY vs SRE
+1,524.7%
-701.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | -1.1% | -0.7% | -0.4% | -0.7% |
| 30D | +1.4% | -1.7% | +3.1% | +2.1% |
| 3M | +16.8% | -7.1% | +23.9% | +20.8% |
| 6M | +42.0% | -8.4% | +50.4% | +47.4% |
| YTD | +41.9% | -3.5% | +45.4% | +42.7% |
| 1Y | +59.2% | +5.4% | +53.8% | +52.2% |
| 3Y | +290.9% | +29.5% | +261.4% | +223.7% |
| 5Y | +259.0% | +48.3% | +210.7% | +171.8% |
| 10Y | +413.0% | +123.5% | +289.6% | +185.1% |
| All | +823.0% | +1,524.7% | -701.8% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling