+128.4%
BANR vs SPY
+322.5%
-194.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.3% |
| 7D | +0.2% | -0.8% | +1.0% | +1.0% |
| 30D | -2.9% | -1.1% | -1.8% | -1.8% |
| 3M | +7.4% | +3.9% | +3.6% | +2.7% |
| 6M | +22.7% | +13.6% | +9.1% | +5.7% |
| YTD | +16.5% | +12.7% | +3.8% | +1.2% |
| 1Y | +9.4% | +17.5% | -8.2% | -9.6% |
| 3Y | +82.0% | +76.9% | +5.1% | -6.4% |
| 5Y | +62.5% | +83.6% | -21.1% | -21.1% |
| All | +128.4% | +322.5% | -194.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling