+27,774.6%
BN vs SM
+1,264.2%
+26,510.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.6% | +4.2% |
| 7D | +3.6% | -22.3% | +25.9% | +7.0% |
| 30D | +15.9% | -21.4% | +37.2% | +19.2% |
| 3M | -2.3% | +1.4% | -3.7% | -3.6% |
| 6M | -8.4% | +0.1% | -8.5% | -10.2% |
| YTD | -5.9% | +59.0% | -64.8% | -14.8% |
| 1Y | -5.6% | +64.3% | -69.9% | -15.1% |
| 3Y | +104.2% | -13.1% | +117.4% | +97.8% |
| 5Y | +35.5% | -13.9% | +49.3% | +27.2% |
| 10Y | +285.2% | +1.7% | +283.5% | +155.3% |
| All | +27,774.6% | +1,264.2% | +26,510.4% | +14,235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling