+35.8%
BN vs SPY
+81.8%
-46.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -1.8% |
| 7D | -1.2% | +0.5% | -1.7% | -1.9% |
| 30D | -10.9% | -0.9% | -10.0% | -9.7% |
| 3M | -11.1% | +3.9% | -15.0% | -15.7% |
| 6M | -4.4% | +14.5% | -18.9% | -20.7% |
| YTD | -14.1% | +12.9% | -27.1% | -27.2% |
| 1Y | -11.1% | +19.4% | -30.4% | -30.0% |
| 3Y | +75.6% | +78.5% | -2.9% | -18.1% |
| 5Y | +35.8% | +81.8% | -46.0% | -37.5% |
| All | +35.8% | +81.8% | -46.0% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling