+264.7%
BN vs SPY
+312.5%
-47.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -3.0% | -0.4% | -2.6% | -2.5% |
| 30D | -13.0% | -1.4% | -11.6% | -11.4% |
| 3M | -15.2% | +3.7% | -18.9% | -19.1% |
| 6M | -5.9% | +13.0% | -18.9% | -19.2% |
| YTD | -15.8% | +12.4% | -28.2% | -27.1% |
| 1Y | -12.2% | +18.5% | -30.7% | -28.7% |
| 3Y | +72.2% | +77.6% | -5.4% | -13.1% |
| 5Y | +33.2% | +81.7% | -48.5% | -33.5% |
| 10Y | +264.7% | +319.7% | -55.0% | -25.6% |
| All | +264.7% | +312.5% | -47.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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