-14.4%
SMR vs BNY
+249.3%
-263.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | 0.0% | -15.7% | -15.7% |
| 7D | -11.2% | -1.3% | -9.9% | -10.3% |
| 30D | -10.2% | -0.2% | -10.1% | -10.5% |
| 3M | -10.0% | +14.9% | -25.0% | -22.0% |
| 6M | -30.5% | +40.0% | -70.4% | -49.8% |
| YTD | -39.2% | +42.0% | -81.2% | -56.5% |
| 1Y | -75.5% | +56.9% | -132.4% | -83.8% |
| 3Y | +45.4% | +289.9% | -244.4% | -44.2% |
| All | -14.4% | +249.3% | -263.8% | -68.9% |
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