+256.9%
BN vs SPXS
-99.5%
+356.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -0.4% |
| 7D | -5.9% | +6.4% | -12.2% | -3.3% |
| 30D | -15.1% | +6.0% | -21.1% | -12.8% |
| 3M | -14.6% | -11.6% | -2.9% | -18.2% |
| 6M | -8.4% | -28.7% | +20.3% | -18.5% |
| YTD | -16.8% | -26.3% | +9.5% | -24.3% |
| 1Y | -14.4% | -34.9% | +20.6% | -25.1% |
| 3Y | +70.1% | -79.5% | +149.6% | +7.6% |
| 5Y | +33.5% | -85.9% | +119.5% | -11.4% |
| All | +256.9% | -99.5% | +356.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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