+568.6%
SE vs BNY
+285.7%
+282.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -3.6% | +0.3% | -3.9% | -3.8% |
| 30D | -5.3% | +1.9% | -7.2% | -6.3% |
| 3M | +28.1% | +13.9% | +14.2% | +19.4% |
| 6M | +20.7% | +42.3% | -21.7% | +0.4% |
| YTD | -14.8% | +41.8% | -56.6% | -29.2% |
| 1Y | -43.6% | +57.9% | -101.5% | -55.8% |
| 3Y | +184.2% | +290.7% | -106.5% | +39.8% |
| 5Y | -66.3% | +252.3% | -318.6% | -82.5% |
| All | +568.6% | +285.7% | +282.9% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling