+5,951.5%
SO vs BNY
+8,070.6%
-2,119.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.1% | -1.1% | -0.1% | -1.0% |
| 30D | -3.7% | +1.4% | -5.2% | -4.0% |
| 3M | -5.9% | +16.8% | -22.7% | -8.3% |
| 6M | -7.3% | +42.0% | -49.3% | -12.5% |
| YTD | +3.1% | +41.9% | -38.8% | -2.8% |
| 1Y | -1.0% | +59.2% | -60.2% | -8.4% |
| 3Y | +43.2% | +290.9% | -247.7% | +14.2% |
| 5Y | +59.1% | +259.0% | -199.9% | +27.2% |
| 10Y | +160.2% | +413.0% | -252.8% | +92.3% |
| All | +5,951.5% | +8,070.6% | -2,119.1% | +2,735.5% |
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