-97.1%
BNTC vs SPY
+312.5%
-409.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -3.3% | -0.4% | -3.0% | -3.2% |
| 30D | -9.7% | -1.4% | -8.3% | -9.0% |
| 3M | +15.2% | +3.7% | +11.5% | +12.9% |
| 6M | -0.8% | +13.0% | -13.8% | -6.8% |
| YTD | -7.6% | +12.4% | -20.0% | -12.9% |
| 1Y | -11.0% | +18.5% | -29.5% | -18.1% |
| 3Y | +304.2% | +77.6% | +226.6% | +203.1% |
| 5Y | -80.5% | +81.7% | -162.2% | -85.7% |
| 10Y | -97.1% | +319.7% | -416.7% | -97.7% |
| All | -97.1% | +312.5% | -409.6% | -97.7% |
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