+7,926.8%
BNY vs STT
+7,281.4%
+645.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.4% |
| 7D | +1.5% | +2.2% | -0.7% | +0.1% |
| 30D | +3.3% | +3.9% | -0.6% | +0.9% |
| 3M | +15.3% | +19.2% | -3.9% | +3.2% |
| 6M | +42.5% | +60.4% | -17.9% | +5.6% |
| YTD | +42.0% | +51.5% | -9.4% | +9.0% |
| 1Y | +59.3% | +76.3% | -17.0% | +10.9% |
| 3Y | +291.2% | +200.7% | +90.5% | +92.4% |
| 5Y | +252.1% | +157.5% | +94.6% | +87.1% |
| 10Y | +407.1% | +262.0% | +145.1% | +108.4% |
| All | +7,926.8% | +7,281.4% | +645.4% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling