+119.3%
BNO vs SPY
+850.9%
-731.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +23.6% | +0.1% | +23.5% | +23.4% |
| 3M | +6.9% | +2.0% | +4.9% | +5.1% |
| 6M | +44.2% | +13.0% | +31.2% | +31.8% |
| YTD | +98.1% | +13.5% | +84.6% | +80.3% |
| 1Y | +86.6% | +20.0% | +66.6% | +63.7% |
| 3Y | +84.3% | +77.2% | +7.1% | +22.3% |
| 5Y | +196.1% | +81.9% | +114.2% | +88.7% |
| 10Y | +310.2% | +314.1% | -3.9% | +39.5% |
| All | +119.3% | +850.9% | -731.7% | -58.5% |
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