-88.1%
BNED vs SPY
+77.4%
-165.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.1% |
| 7D | +3.9% | +0.5% | +3.4% | +3.3% |
| 30D | -4.3% | -0.9% | -3.4% | -3.3% |
| 3M | +15.3% | +3.9% | +11.4% | +10.3% |
| 6M | +47.5% | +14.5% | +32.9% | +26.7% |
| YTD | +34.1% | +12.9% | +21.2% | +17.5% |
| 1Y | +42.8% | +19.4% | +23.5% | +19.0% |
| All | -88.1% | +77.4% | -165.5% | -93.2% |
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