+289.2%
BN vs SM
+4.2%
+285.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.5% |
| 7D | +4.3% | -19.5% | +23.8% | +6.9% |
| 30D | +14.3% | -20.2% | +34.5% | +17.1% |
| 3M | -4.1% | -6.5% | +2.4% | -4.2% |
| 6M | -9.7% | +1.6% | -11.2% | -11.4% |
| YTD | -7.1% | +61.2% | -68.4% | -15.6% |
| 1Y | -7.4% | +65.4% | -72.8% | -16.3% |
| 3Y | +102.3% | -13.0% | +115.4% | +96.2% |
| 5Y | +35.9% | -4.3% | +40.2% | +26.9% |
| 10Y | +289.2% | +3.0% | +286.2% | +143.6% |
| All | +289.2% | +4.2% | +285.0% | +143.6% |
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