+222.9%
SAP vs BN
+289.4%
-66.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | 0.0% |
| 7D | +1.6% | +3.6% | -2.0% | -0.1% |
| 30D | +10.5% | +15.9% | -5.3% | +3.2% |
| 3M | +15.2% | -2.3% | +17.5% | +16.1% |
| 6M | +36.7% | -8.4% | +45.1% | +41.5% |
| YTD | -0.6% | -5.9% | +5.3% | +1.2% |
| 1Y | -4.1% | -5.6% | +1.5% | -2.7% |
| 3Y | +73.2% | +104.2% | -31.0% | +18.5% |
| 5Y | +74.1% | +35.5% | +38.6% | +41.0% |
| 10Y | +222.9% | +285.2% | -62.3% | +59.6% |
| All | +222.9% | +289.4% | -66.4% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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