+99.6%
STM vs BNY
+59.6%
+40.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +5.8% | +1.4% | +4.4% | +4.9% |
| 30D | -1.0% | +3.8% | -4.8% | -3.3% |
| 3M | -33.3% | +14.9% | -48.2% | -38.8% |
| 6M | +57.4% | +40.3% | +17.0% | +25.5% |
| YTD | +102.2% | +43.8% | +58.4% | +57.6% |
| 1Y | +99.6% | +58.9% | +40.7% | +45.6% |
| All | +99.6% | +59.6% | +40.0% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling