+2,233.8%
SAP vs BN
+13,984.0%
-11,750.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | -2.5% | -0.4% | -1.8% |
| 30D | +9.0% | -9.5% | +18.5% | +13.7% |
| 3M | +14.9% | -10.4% | +25.3% | +20.4% |
| 6M | +11.9% | -6.4% | +18.3% | +14.5% |
| YTD | -9.9% | -11.9% | +2.0% | -5.5% |
| 1Y | -19.5% | -8.6% | -10.9% | -17.2% |
| 3Y | +61.8% | +77.6% | -15.7% | +21.9% |
| 5Y | +56.2% | +37.0% | +19.1% | +29.2% |
| 10Y | +180.6% | +266.4% | -85.8% | +48.3% |
| All | +2,233.8% | +13,984.0% | -11,750.3% | +277.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling