+30.3%
BN vs SM
-11.5%
+41.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +5.3% | -25.9% | +31.3% | +10.2% |
| 30D | +11.9% | -15.1% | +27.0% | +14.1% |
| 3M | -5.7% | +4.9% | -10.6% | -8.2% |
| 6M | -10.6% | +6.1% | -16.8% | -14.4% |
| YTD | -9.4% | +63.4% | -72.8% | -23.2% |
| 1Y | -8.8% | +72.5% | -81.2% | -24.0% |
| 3Y | +95.6% | -16.9% | +112.5% | +85.7% |
| All | +30.3% | -11.5% | +41.9% | +17.2% |
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