+259.0%
BNY vs STT
+153.4%
+105.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.1% |
| 30D | +1.4% | +2.2% | -0.8% | -0.1% |
| 3M | +16.8% | +18.8% | -2.0% | +3.8% |
| 6M | +42.0% | +57.9% | -15.9% | +3.6% |
| YTD | +41.9% | +51.0% | -9.1% | +6.7% |
| 1Y | +59.2% | +77.1% | -18.0% | +7.0% |
| 3Y | +290.9% | +199.8% | +91.1% | +79.4% |
| 5Y | +259.0% | +156.0% | +103.1% | +77.7% |
| All | +259.0% | +153.4% | +105.6% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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