+153.1%
SO vs BNY
+416.3%
-263.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.1% | -1.3% | +0.3% | -0.8% |
| 30D | -5.0% | -0.2% | -4.8% | -5.0% |
| 3M | -5.8% | +14.9% | -20.7% | -9.0% |
| 6M | -7.9% | +40.0% | -47.9% | -15.2% |
| YTD | +2.4% | +42.0% | -39.6% | -6.3% |
| 1Y | -2.3% | +56.9% | -59.1% | -12.9% |
| 3Y | +41.9% | +289.9% | -248.0% | -1.2% |
| 5Y | +58.1% | +259.2% | -201.1% | +9.8% |
| All | +153.1% | +416.3% | -263.2% | +52.1% |
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