+68.8%
BN vs SITM
+412.8%
-344.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | -3.0% | +3.7% | -6.7% | -3.6% |
| 30D | -13.0% | -14.5% | +1.5% | -11.1% |
| 3M | -15.2% | -10.6% | -4.7% | -15.5% |
| 6M | -5.9% | +65.5% | -71.5% | -18.7% |
| YTD | -15.8% | +67.0% | -82.8% | -28.3% |
| 1Y | -12.2% | +138.6% | -150.8% | -32.1% |
| All | +68.8% | +412.8% | -344.0% | +0.6% |
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