+302.3%
BN vs SFM
+140.8%
+161.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.3% |
| 7D | -2.4% | -7.1% | +4.6% | -1.4% |
| 30D | +13.5% | -21.4% | +34.9% | +16.8% |
| 3M | -5.9% | -40.1% | +34.2% | +0.6% |
| 6M | -8.9% | -38.0% | +29.1% | -3.6% |
| YTD | -7.9% | -36.5% | +28.7% | -3.3% |
| 1Y | -8.3% | -35.2% | +26.9% | -4.2% |
| 3Y | +100.8% | +23.5% | +77.3% | +88.6% |
| 5Y | +38.2% | +109.7% | -71.5% | +18.7% |
| 10Y | +302.3% | +132.6% | +169.8% | +222.8% |
| All | +302.3% | +140.8% | +161.6% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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