+80.5%
BNL vs SPY
+148.8%
-68.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.4% |
| 30D | -3.1% | -1.1% | -2.0% | -2.5% |
| 3M | -0.9% | +3.9% | -4.8% | -3.3% |
| 6M | +10.9% | +13.6% | -2.7% | +2.2% |
| YTD | +21.1% | +12.7% | +8.4% | +11.9% |
| 1Y | +15.9% | +17.5% | -1.6% | +4.1% |
| 3Y | +52.8% | +76.9% | -24.1% | +1.9% |
| 5Y | +7.1% | +83.6% | -76.5% | -31.4% |
| All | +80.5% | +148.8% | -68.3% | +3.6% |
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