-99.8%
BNC vs SPY
+402.9%
-502.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.5% |
| 7D | -15.0% | +2.6% | -17.6% | -16.2% |
| 30D | -14.5% | -2.0% | -12.5% | -13.1% |
| 3M | +63.0% | -2.8% | +65.8% | +66.7% |
| 6M | +35.3% | +2.1% | +33.2% | +35.4% |
| YTD | -35.5% | +11.5% | -47.0% | -37.9% |
| 1Y | -19.1% | +13.5% | -32.6% | -22.7% |
| 3Y | -38.4% | +77.7% | -116.1% | -52.2% |
| 5Y | -96.0% | +72.6% | -168.6% | -96.9% |
| 10Y | -98.5% | +308.2% | -406.6% | -99.0% |
| All | -99.8% | +402.9% | -502.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling