+34.0%
BN vs SPXS
-83.0%
+117.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.0% |
| 7D | -1.0% | -7.5% | +6.5% | -4.3% |
| 30D | +14.0% | +5.3% | +8.6% | +17.7% |
| 3M | -9.0% | +9.7% | -18.7% | -3.8% |
| 6M | -8.8% | -4.6% | -4.3% | -8.5% |
| YTD | -10.3% | -25.8% | +15.5% | -18.1% |
| 1Y | -5.8% | -28.8% | +23.0% | -15.3% |
| 3Y | +94.8% | -80.2% | +174.9% | +14.8% |
| All | +34.0% | -83.0% | +117.0% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling