-99.1%
BNED vs SPY
+330.4%
-429.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +1.3% | +3.3% | -2.0% | -2.9% |
| 30D | +4.1% | -2.7% | +6.8% | +7.9% |
| 3M | +6.1% | -1.7% | +7.8% | +8.6% |
| 6M | +24.3% | +3.1% | +21.2% | +19.2% |
| YTD | +40.0% | +11.9% | +28.1% | +21.0% |
| 1Y | +65.6% | +12.0% | +53.6% | +43.8% |
| 3Y | -88.5% | +78.2% | -166.7% | -94.7% |
| 5Y | -98.8% | +73.2% | -172.0% | -99.4% |
| 10Y | -98.8% | +309.6% | -408.4% | -99.8% |
| All | -99.1% | +330.4% | -429.5% | -99.8% |
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 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