+114.2%
BN vs SITM
+3,319.5%
-3,205.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.7% |
| 7D | -1.0% | +6.6% | -7.6% | -2.1% |
| 30D | +14.0% | -15.3% | +29.3% | +15.9% |
| 3M | -9.0% | -35.4% | +26.4% | -3.9% |
| 6M | -8.8% | -46.8% | +38.0% | -2.5% |
| YTD | -10.3% | +25.9% | -36.1% | -20.1% |
| 1Y | -5.8% | +54.0% | -59.8% | -19.6% |
| 3Y | +94.8% | +315.6% | -220.8% | +27.7% |
| 5Y | +31.5% | +74.4% | -43.0% | -8.6% |
| All | +114.2% | +3,319.5% | -3,205.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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