-8.3%
BN vs SM
+72.9%
-81.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.6% | -6.3% | +0.2% |
| 7D | -2.4% | +0.3% | -2.7% | -2.3% |
| 30D | +13.5% | -17.3% | +30.8% | +10.3% |
| 3M | -5.9% | -3.6% | -2.4% | -6.2% |
| 6M | -8.9% | +2.9% | -11.8% | -8.0% |
| YTD | -7.9% | +70.2% | -78.1% | -7.3% |
| 1Y | -8.3% | +66.5% | -74.8% | -7.0% |
| All | -8.3% | +72.9% | -81.2% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling