-15.0%
BNJ vs SPY
+127.7%
-142.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -0.9% | -0.9% | 0.0% | -0.6% |
| 3M | +0.3% | +3.9% | -3.6% | -1.0% |
| 6M | +1.9% | +14.5% | -12.7% | -2.4% |
| YTD | +4.4% | +12.9% | -8.6% | +0.4% |
| 1Y | +0.3% | +19.4% | -19.1% | -5.2% |
| 3Y | +21.2% | +78.5% | -57.3% | -1.5% |
| 5Y | -18.7% | +81.8% | -100.4% | -35.3% |
| All | -15.0% | +127.7% | -142.7% | -35.2% |
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 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