+33.2%
BN vs SPYG
+83.9%
-50.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -3.0% | +0.3% | -3.3% | -3.3% |
| 30D | -13.0% | -1.7% | -11.3% | -11.5% |
| 3M | -15.2% | +3.6% | -18.9% | -18.6% |
| 6M | -5.9% | +16.6% | -22.5% | -20.1% |
| YTD | -15.8% | +13.4% | -29.2% | -26.3% |
| 1Y | -12.2% | +19.6% | -31.8% | -27.3% |
| 3Y | +72.2% | +99.8% | -27.6% | -15.7% |
| 5Y | +33.2% | +85.0% | -51.8% | -30.9% |
| All | +33.2% | +83.9% | -50.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling