+2,254.2%
STM vs BNY
+4,572.8%
-2,318.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | -5.2% | +1.9% | -7.1% | -6.1% |
| 3M | -29.6% | +13.9% | -43.5% | -34.3% |
| 6M | +54.4% | +42.3% | +12.0% | +28.7% |
| YTD | +99.5% | +41.8% | +57.7% | +66.3% |
| 1Y | +100.8% | +57.9% | +42.8% | +58.4% |
| 3Y | +20.2% | +290.7% | -270.6% | -40.1% |
| 5Y | +21.1% | +252.3% | -231.1% | -36.6% |
| 10Y | +664.5% | +412.8% | +251.7% | +222.7% |
| All | +2,254.2% | +4,572.8% | -2,318.6% | +345.9% |
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