+8,519.7%
BN vs SPYG
+561.6%
+7,958.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | -1.2% | +1.2% | -2.4% | -2.1% |
| 30D | -10.9% | -1.6% | -9.4% | -9.8% |
| 3M | -11.1% | +3.4% | -14.4% | -13.7% |
| 6M | -4.4% | +18.9% | -23.3% | -17.1% |
| YTD | -14.1% | +13.8% | -27.9% | -22.8% |
| 1Y | -11.1% | +20.6% | -31.6% | -23.6% |
| 3Y | +75.6% | +100.5% | -25.0% | +1.6% |
| 5Y | +35.8% | +84.6% | -48.8% | -15.6% |
| 10Y | +261.6% | +410.8% | -149.2% | +7.9% |
| All | +8,519.7% | +561.6% | +7,958.0% | +1,360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling