+271.8%
BN vs SM
+15.3%
+256.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.1% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -10.9% | +31.5% | -42.4% | -14.3% |
| 3M | -11.1% | +17.3% | -28.4% | -13.6% |
| 6M | -4.4% | +48.5% | -52.9% | -10.8% |
| YTD | -14.1% | +106.3% | -120.4% | -23.8% |
| 1Y | -11.1% | +47.3% | -58.3% | -17.6% |
| 3Y | +75.6% | -1.4% | +77.0% | +68.4% |
| 5Y | +35.8% | +114.0% | -78.3% | +15.4% |
| All | +271.8% | +15.3% | +256.5% | +132.0% |
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