+94.8%
BN vs SITM
+318.4%
-223.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.8% |
| 7D | -1.0% | +6.6% | -7.6% | -2.0% |
| 30D | +14.0% | -15.3% | +29.3% | +15.8% |
| 3M | -9.0% | -35.4% | +26.4% | -4.3% |
| 6M | -8.8% | -46.8% | +38.0% | -2.5% |
| YTD | -10.3% | +25.9% | -36.1% | -20.8% |
| 1Y | -5.8% | +54.0% | -59.8% | -20.7% |
| 3Y | +94.8% | +315.6% | -220.8% | +22.7% |
| All | +94.8% | +318.4% | -223.6% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling