+91.7%
BNKU vs SPY
+26.0%
+65.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +1.2% |
| 7D | -4.0% | -2.0% | -2.1% | +2.0% |
| 30D | -4.0% | -1.7% | -2.4% | +1.1% |
| 3M | +25.4% | +4.7% | +20.7% | +8.4% |
| 6M | +72.8% | +12.5% | +60.3% | +19.0% |
| YTD | +31.3% | +11.7% | +19.5% | -5.7% |
| 1Y | +70.4% | +17.5% | +52.9% | +4.9% |
| All | +91.7% | +26.0% | +65.7% | +27.5% |
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