+104.9%
BN vs SITM
+4,507.3%
-4,402.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.4% | -2.2% |
| 7D | -1.2% | +8.4% | -9.5% | -2.6% |
| 30D | -10.9% | -17.4% | +6.5% | -8.3% |
| 3M | -11.1% | -9.8% | -1.2% | -11.5% |
| 6M | -4.4% | +83.0% | -87.3% | -17.9% |
| YTD | -14.1% | +69.6% | -83.7% | -26.1% |
| 1Y | -11.1% | +144.9% | -156.0% | -29.6% |
| 3Y | +75.6% | +429.9% | -354.3% | +12.2% |
| 5Y | +35.8% | +169.2% | -133.4% | -11.3% |
| All | +104.9% | +4,507.3% | -4,402.4% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling