+99.4%
BN vs SITM
+4,789.7%
-4,690.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.5% |
| 7D | -5.2% | +3.9% | -9.0% | -5.8% |
| 30D | -14.5% | -6.6% | -7.9% | -13.8% |
| 3M | -15.0% | -11.9% | -3.1% | -15.0% |
| 6M | -5.4% | +81.1% | -86.5% | -18.6% |
| YTD | -16.4% | +80.0% | -96.4% | -28.8% |
| 1Y | -16.2% | +145.8% | -162.1% | -33.7% |
| 3Y | +67.5% | +475.9% | -408.4% | +5.5% |
| 5Y | +34.1% | +189.2% | -155.1% | -13.5% |
| All | +99.4% | +4,789.7% | -4,690.3% | -23.0% |
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