+9,788.9%
BNY vs STRL
+19,988.0%
-10,199.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +42.0% | +64.0% | -22.0% | +35.1% |
| 1Y | +59.3% | +75.2% | -15.9% | +50.3% |
| 3Y | +291.2% | +539.9% | -248.7% | +235.0% |
| 5Y | +252.1% | +2,133.0% | -1,880.9% | +177.9% |
| 10Y | +407.1% | +7,178.3% | -6,771.1% | +269.2% |
| All | +9,788.9% | +19,988.0% | -10,199.1% | +6,888.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling