-11.1%
BN vs SFM
-45.2%
+34.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -2.1% |
| 7D | -1.2% | -5.8% | +4.6% | -0.8% |
| 30D | -10.9% | -11.4% | +0.4% | -10.3% |
| 3M | -11.1% | -12.2% | +1.1% | -10.5% |
| 6M | -4.4% | -5.2% | +0.8% | -4.8% |
| YTD | -14.1% | -4.5% | -9.7% | -14.4% |
| 1Y | -11.1% | -45.4% | +34.3% | -2.1% |
| All | -11.1% | -45.2% | +34.2% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling