+8,914.4%
BN vs SBAC
+2,232.4%
+6,682.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +4.3% | +3.6% | +0.7% | +3.8% |
| 30D | +14.3% | +4.9% | +9.4% | +13.5% |
| 3M | -4.1% | +6.5% | -10.6% | -5.0% |
| 6M | -9.7% | -11.1% | +1.5% | -8.5% |
| YTD | -7.1% | +0.9% | -8.1% | -7.9% |
| 1Y | -7.4% | -1.6% | -5.9% | -7.9% |
| 3Y | +102.3% | -7.0% | +109.3% | +101.9% |
| 5Y | +35.9% | -39.2% | +75.2% | +43.1% |
| 10Y | +289.2% | +111.4% | +177.8% | +255.7% |
| All | +8,914.4% | +2,232.4% | +6,682.0% | +6,103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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