+1,367.7%
BN vs SPXU
-100.0%
+1,467.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | +0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -9.5% | +0.8% | -10.3% | -9.0% |
| 3M | -10.4% | -4.7% | -5.7% | -11.2% |
| 6M | -6.4% | -29.6% | +23.3% | -16.6% |
| YTD | -11.9% | -29.9% | +18.0% | -21.0% |
| 1Y | -8.6% | -39.1% | +30.5% | -21.6% |
| 3Y | +77.6% | -80.0% | +157.6% | +13.7% |
| 5Y | +37.0% | -86.0% | +123.1% | -7.3% |
| 10Y | +266.4% | -99.5% | +365.9% | +6.9% |
| All | +1,367.7% | -100.0% | +1,467.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling