+113.1%
BANR vs SPY
+2,114.2%
-2,001.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | -0.4% | -2.0% | +1.6% | +1.7% |
| 30D | -2.7% | -1.7% | -1.0% | -1.0% |
| 3M | +7.3% | +4.7% | +2.6% | +1.9% |
| 6M | +21.7% | +12.5% | +9.2% | +6.9% |
| YTD | +15.7% | +11.7% | +4.0% | +2.4% |
| 1Y | +9.7% | +17.5% | -7.7% | -8.1% |
| 3Y | +79.9% | +76.6% | +3.3% | -1.8% |
| 5Y | +61.4% | +82.0% | -20.6% | -15.8% |
| 10Y | +131.9% | +317.1% | -185.3% | -46.3% |
| All | +113.1% | +2,114.2% | -2,001.1% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling