+86.0%
BNO vs SPY
+78.7%
+7.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.8% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | +23.0% | -0.9% | +24.0% | +22.9% |
| 3M | +11.3% | +3.9% | +7.4% | +11.4% |
| 6M | +31.4% | +14.5% | +16.8% | +30.9% |
| YTD | +103.8% | +12.9% | +90.9% | +103.7% |
| 1Y | +94.2% | +19.4% | +74.8% | +90.9% |
| 3Y | +86.0% | +78.5% | +7.6% | +76.1% |
| All | +86.0% | +78.7% | +7.3% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling