-52.4%
BNC vs SPY
+77.0%
-129.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.7% | -4.5% |
| 7D | +37.5% | -0.8% | +38.3% | +38.2% |
| 30D | +90.5% | -1.1% | +91.5% | +92.2% |
| 3M | +125.4% | +3.9% | +121.5% | +118.6% |
| 6M | +27.7% | +13.6% | +14.1% | +17.7% |
| YTD | -25.2% | +12.7% | -37.9% | -30.4% |
| 1Y | -68.9% | +17.5% | -86.4% | -71.4% |
| 3Y | -52.4% | +76.9% | -129.3% | -61.1% |
| All | -52.4% | +77.0% | -129.4% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling