-48.8%
SE vs BNY
+45.2%
-93.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +3.5% |
| 7D | +6.7% | +2.8% | +3.9% | +5.5% |
| 30D | -17.2% | +6.7% | -23.9% | -19.3% |
| 3M | -28.0% | -2.2% | -25.9% | -27.5% |
| 6M | -6.1% | +16.8% | -22.9% | -13.5% |
| YTD | -37.1% | +33.9% | -71.0% | -45.8% |
| 1Y | -48.8% | +43.9% | -92.7% | -57.2% |
| All | -48.8% | +45.2% | -93.9% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling