+259.0%
BNY vs STRL
+2,049.2%
-1,790.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -1.1% | +5.4% | -6.5% | -1.8% |
| 30D | +1.4% | -9.0% | +10.4% | +2.5% |
| 3M | +16.8% | -37.1% | +53.9% | +22.7% |
| 6M | +42.0% | +17.8% | +24.2% | +31.8% |
| YTD | +41.9% | +58.3% | -16.4% | +24.4% |
| 1Y | +59.2% | +61.0% | -1.8% | +37.1% |
| 3Y | +290.9% | +517.8% | -226.9% | +135.4% |
| 5Y | +259.0% | +2,119.0% | -1,860.0% | +31.1% |
| All | +259.0% | +2,049.2% | -1,790.2% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling