+289.2%
BN vs SPG
+117.2%
+171.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.6% |
| 7D | +4.3% | +5.6% | -1.3% | +1.8% |
| 30D | +14.3% | +17.6% | -3.3% | +6.2% |
| 3M | -4.1% | +7.5% | -11.5% | -7.2% |
| 6M | -9.7% | +18.5% | -28.2% | -16.6% |
| YTD | -7.1% | +30.9% | -38.1% | -18.2% |
| 1Y | -7.4% | +34.1% | -41.5% | -19.4% |
| 3Y | +102.3% | +135.5% | -33.2% | +37.9% |
| 5Y | +35.9% | +86.5% | -50.6% | +1.0% |
| 10Y | +289.2% | +116.1% | +173.1% | +145.3% |
| All | +289.2% | +117.2% | +171.9% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling