+261.6%
BN vs SFM
+293.3%
-31.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -1.6% |
| 7D | -1.2% | -5.8% | +4.6% | -0.3% |
| 30D | -10.9% | -11.4% | +0.4% | -9.4% |
| 3M | -11.1% | -12.2% | +1.1% | -9.7% |
| 6M | -4.4% | -5.2% | +0.8% | -4.5% |
| YTD | -14.1% | -4.5% | -9.7% | -14.5% |
| 1Y | -11.1% | -45.4% | +34.3% | -4.0% |
| 3Y | +75.6% | +91.1% | -15.5% | +56.5% |
| 5Y | +35.8% | +226.8% | -191.0% | +11.1% |
| 10Y | +261.6% | +291.9% | -30.3% | +180.0% |
| All | +261.6% | +293.3% | -31.8% | +180.0% |
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