+83.2%
BN vs SM
-6.8%
+90.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -9.5% | +26.3% | -35.8% | -12.7% |
| 3M | -10.4% | +8.7% | -19.1% | -12.0% |
| 6M | -6.4% | +51.7% | -58.0% | -15.5% |
| YTD | -11.9% | +99.0% | -110.9% | -26.2% |
| 1Y | -8.6% | +34.6% | -43.2% | -15.5% |
| All | +83.2% | -6.8% | +90.0% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling