+346.5%
BNO vs SPY
+318.9%
+27.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.7% |
| 7D | +12.9% | -2.0% | +14.9% | +14.0% |
| 30D | +23.9% | -1.7% | +25.5% | +24.8% |
| 3M | +22.7% | +4.7% | +17.9% | +19.3% |
| 6M | +45.6% | +12.5% | +33.1% | +35.0% |
| YTD | +122.9% | +11.7% | +111.2% | +107.2% |
| 1Y | +107.5% | +17.5% | +90.0% | +87.1% |
| 3Y | +103.4% | +76.6% | +26.9% | +40.7% |
| 5Y | +232.1% | +82.0% | +150.1% | +120.9% |
| All | +346.5% | +318.9% | +27.6% | +68.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling