-16.9%
BNJ vs SPY
+127.2%
-144.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.5% |
| 30D | -3.2% | -1.1% | -2.2% | -2.9% |
| 3M | -2.4% | +3.9% | -6.2% | -3.5% |
| 6M | +0.2% | +13.6% | -13.4% | -3.7% |
| YTD | +2.0% | +12.7% | -10.7% | -1.8% |
| 1Y | -2.7% | +17.5% | -20.2% | -7.6% |
| 3Y | +17.1% | +76.9% | -59.8% | -4.6% |
| 5Y | -20.3% | +83.6% | -103.9% | -36.7% |
| All | -16.9% | +127.2% | -144.1% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling