+9,797.3%
BNY vs STRL
+19,988.0%
-10,190.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.4% |
| 7D | +1.5% | +10.1% | -8.6% | +0.8% |
| 30D | +3.3% | -8.2% | +11.5% | +3.8% |
| 3M | +15.3% | -43.7% | +59.0% | +19.0% |
| 6M | +42.5% | +27.1% | +15.3% | +38.0% |
| YTD | +42.1% | +64.0% | -21.9% | +35.2% |
| 1Y | +59.4% | +75.2% | -15.7% | +50.4% |
| 3Y | +291.5% | +539.9% | -248.4% | +235.2% |
| 5Y | +252.3% | +2,133.0% | -1,880.6% | +178.1% |
| 10Y | +407.5% | +7,178.3% | -6,770.7% | +269.6% |
| All | +9,797.3% | +19,988.0% | -10,190.7% | +6,894.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STRL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling