+129.6%
BNO vs SPY
+840.5%
-710.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | -0.1% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | -9.8% | -2.4% | -7.4% | -9.0% |
| 3M | +15.3% | -1.2% | +16.4% | +15.3% |
| 6M | +6.8% | +3.3% | +3.5% | +3.4% |
| YTD | +107.5% | +12.3% | +95.2% | +88.8% |
| 1Y | +97.5% | +12.4% | +85.0% | +79.5% |
| 3Y | +103.3% | +78.8% | +24.5% | +33.4% |
| 5Y | +168.0% | +75.2% | +92.9% | +74.5% |
| 10Y | +360.1% | +311.1% | +49.0% | +55.9% |
| All | +129.6% | +840.5% | -710.9% | -56.6% |
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 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