+406.7%
BNY vs STRL
+7,221.5%
-6,814.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.9% |
| 7D | -1.3% | +5.0% | -6.4% | -2.2% |
| 30D | -0.2% | -6.9% | +6.7% | +0.8% |
| 3M | +14.9% | -39.1% | +54.0% | +23.6% |
| 6M | +40.0% | +21.5% | +18.5% | +26.7% |
| YTD | +42.0% | +66.9% | -24.9% | +19.3% |
| 1Y | +56.9% | +61.6% | -4.8% | +30.7% |
| 3Y | +289.9% | +560.0% | -270.1% | +118.6% |
| 5Y | +259.2% | +2,238.9% | -1,979.7% | +40.8% |
| All | +406.7% | +7,221.5% | -6,814.8% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling