+83.2%
BN vs SFM
+107.8%
-24.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.7% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -9.5% | -4.4% | -5.1% | -9.0% |
| 3M | -10.4% | +1.5% | -11.9% | -11.1% |
| 6M | -6.4% | +6.5% | -12.8% | -8.6% |
| YTD | -11.9% | +2.2% | -14.0% | -13.4% |
| 1Y | -8.6% | -41.9% | +33.3% | +1.3% |
| All | +83.2% | +107.8% | -24.6% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling