-5.8%
BN vs SPXS
-26.2%
+20.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.1% |
| 7D | -1.0% | -7.5% | +6.5% | -4.0% |
| 30D | +14.0% | +5.3% | +8.6% | +17.3% |
| 3M | -9.0% | +9.7% | -18.7% | -4.1% |
| 6M | -8.8% | -4.6% | -4.3% | -8.5% |
| YTD | -10.3% | -25.8% | +15.5% | -18.3% |
| 1Y | -5.8% | -28.8% | +23.0% | -15.2% |
| All | -5.8% | -26.2% | +20.4% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling