+77.2%
SPYM vs BNY
+287.0%
-209.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.2% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +3.9% | +14.9% | -11.1% | -2.5% |
| 6M | +13.6% | +40.0% | -26.4% | -2.6% |
| YTD | +12.7% | +42.0% | -29.2% | -4.4% |
| 1Y | +17.6% | +56.9% | -39.3% | -5.2% |
| 3Y | +77.2% | +289.9% | -212.6% | -1.0% |
| All | +77.2% | +287.0% | -209.8% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling