+290.2%
BN vs SM
+18.0%
+272.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -1.0% | +9.4% | -10.4% | -2.2% |
| 30D | +14.0% | -14.4% | +28.3% | +15.6% |
| 3M | -9.0% | +1.6% | -10.6% | -10.0% |
| 6M | -8.8% | +6.3% | -15.2% | -11.1% |
| YTD | -10.3% | +78.8% | -89.0% | -19.5% |
| 1Y | -5.8% | +83.1% | -88.9% | -15.9% |
| 3Y | +94.8% | -5.9% | +100.7% | +86.9% |
| 5Y | +31.5% | +4.8% | +26.7% | +21.2% |
| All | +290.2% | +18.0% | +272.2% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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