+17.7%
STM vs BNY
+286.9%
-269.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | -1.1% | 0.0% | -0.3% |
| 30D | -7.8% | +1.4% | -9.2% | -8.8% |
| 3M | -28.2% | +16.8% | -45.0% | -36.4% |
| 6M | +52.0% | +42.0% | +10.0% | +15.9% |
| YTD | +96.4% | +41.9% | +54.5% | +48.7% |
| 1Y | +98.8% | +59.2% | +39.6% | +37.2% |
| All | +17.7% | +286.9% | -269.2% | -55.6% |
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 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