-16.2%
BN vs SITM
+155.7%
-172.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.1% |
| 7D | -5.2% | +3.9% | -9.0% | -5.4% |
| 30D | -14.5% | -6.6% | -7.9% | -14.2% |
| 3M | -15.0% | -11.9% | -3.1% | -14.7% |
| 6M | -5.4% | +81.1% | -86.5% | -14.0% |
| YTD | -16.4% | +80.0% | -96.4% | -24.3% |
| 1Y | -16.2% | +145.8% | -162.1% | -28.0% |
| All | -16.2% | +155.7% | -172.0% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling