-38.4%
BNC vs SPY
+78.1%
-116.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.3% |
| 7D | -15.0% | +2.6% | -17.6% | -17.2% |
| 30D | -14.5% | -2.0% | -12.5% | -12.1% |
| 3M | +63.0% | -2.8% | +65.8% | +69.3% |
| 6M | +35.3% | +2.1% | +33.2% | +35.7% |
| YTD | -35.5% | +11.5% | -47.0% | -38.9% |
| 1Y | -19.1% | +13.5% | -32.6% | -23.8% |
| 3Y | -38.4% | +77.7% | -116.1% | -47.7% |
| All | -38.4% | +78.1% | -116.5% | -47.7% |
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