-99.8%
BNTC vs SPY
+361.1%
-460.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.3% | +10.1% | +10.2% |
| 7D | +9.2% | -2.7% | +11.9% | +11.1% |
| 30D | +6.1% | -5.4% | +11.5% | +9.7% |
| 3M | -27.3% | -4.1% | -23.3% | -25.5% |
| 6M | -24.1% | +0.7% | -24.8% | -24.1% |
| YTD | -29.2% | +8.7% | -37.8% | -31.9% |
| 1Y | -20.5% | +10.9% | -31.4% | -24.2% |
| 3Y | +151.1% | +75.0% | +76.1% | +88.5% |
| 5Y | -84.5% | +67.8% | -152.2% | -88.3% |
| 10Y | -97.6% | +312.9% | -410.5% | -98.8% |
| All | -99.8% | +361.1% | -460.9% | -99.9% |
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