+553.4%
SE vs BNY
+286.1%
+267.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | -5.2% | -1.3% | -3.9% | -4.6% |
| 30D | -17.1% | -0.2% | -16.9% | -17.1% |
| 3M | +24.0% | +14.9% | +9.0% | +15.0% |
| 6M | +21.0% | +40.0% | -19.0% | +1.5% |
| YTD | -16.7% | +42.0% | -58.7% | -30.8% |
| 1Y | -45.9% | +56.9% | -102.8% | -57.5% |
| 3Y | +177.8% | +289.9% | -112.0% | +36.8% |
| 5Y | -67.4% | +259.2% | -326.6% | -83.2% |
| All | +553.4% | +286.1% | +267.3% | +194.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling