+38.3%
BN vs SM
+107.8%
-69.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -9.5% | +26.3% | -35.8% | -13.5% |
| 3M | -10.4% | +8.7% | -19.1% | -12.6% |
| 6M | -6.4% | +51.7% | -58.0% | -16.3% |
| YTD | -11.9% | +99.0% | -110.9% | -26.5% |
| 1Y | -8.6% | +34.6% | -43.2% | -16.9% |
| 3Y | +77.6% | -7.8% | +85.3% | +68.1% |
| All | +38.3% | +107.8% | -69.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling