+258.5%
BN vs SPYG
+424.6%
-166.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.4% |
| 7D | -5.2% | -0.9% | -4.3% | -4.3% |
| 30D | -14.5% | -1.5% | -13.0% | -13.1% |
| 3M | -15.0% | +3.7% | -18.7% | -18.4% |
| 6M | -5.4% | +16.4% | -21.8% | -19.2% |
| YTD | -16.4% | +13.3% | -29.8% | -26.7% |
| 1Y | -16.2% | +17.9% | -34.1% | -29.3% |
| 3Y | +67.5% | +98.3% | -30.8% | -15.9% |
| 5Y | +34.1% | +86.4% | -52.3% | -28.6% |
| All | +258.5% | +424.6% | -166.1% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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