+68.8%
BN vs SPXS
-79.5%
+148.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.4% | -1.2% |
| 7D | -3.0% | +1.2% | -4.2% | -2.3% |
| 30D | -13.0% | +5.2% | -18.2% | -10.6% |
| 3M | -15.2% | -9.2% | -6.1% | -18.3% |
| 6M | -5.9% | -29.6% | +23.7% | -18.9% |
| YTD | -15.8% | -27.6% | +11.8% | -25.6% |
| 1Y | -12.2% | -36.7% | +24.6% | -26.4% |
| All | +68.8% | -79.5% | +148.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling