+35.5%
BN vs SFM
+102.7%
-67.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.9% | +3.7% |
| 7D | +3.6% | -10.2% | +13.9% | +5.5% |
| 30D | +15.9% | -23.9% | +39.7% | +20.1% |
| 3M | -2.3% | -42.3% | +39.9% | +6.0% |
| 6M | -8.4% | -40.1% | +31.7% | -1.8% |
| YTD | -5.9% | -37.8% | +31.9% | -0.5% |
| 1Y | -5.6% | -37.1% | +31.5% | -0.5% |
| 3Y | +104.2% | +21.5% | +82.7% | +86.9% |
| 5Y | +35.5% | +103.8% | -68.3% | +11.6% |
| All | +35.5% | +102.7% | -67.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling