-97.2%
BNC vs SPY
+322.5%
-419.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.3% |
| 7D | +37.5% | -0.8% | +38.3% | +38.0% |
| 30D | +90.5% | -1.1% | +91.5% | +91.7% |
| 3M | +125.4% | +3.9% | +121.5% | +120.9% |
| 6M | +27.7% | +13.6% | +14.1% | +20.3% |
| YTD | -25.2% | +12.7% | -37.9% | -29.0% |
| 1Y | -68.9% | +17.5% | -86.4% | -71.0% |
| 3Y | -52.4% | +76.9% | -129.3% | -63.4% |
| 5Y | -95.7% | +83.6% | -179.3% | -96.8% |
| All | -97.2% | +322.5% | -419.6% | -97.8% |
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