+355.0%
SE vs BN
+202.2%
+152.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.1% |
| 7D | -7.7% | -2.4% | -5.3% | -6.1% |
| 30D | -22.8% | +13.5% | -36.4% | -29.4% |
| 3M | -43.7% | -5.9% | -37.8% | -41.6% |
| 6M | -12.8% | -8.9% | -3.9% | -8.1% |
| YTD | -42.0% | -7.9% | -34.1% | -39.7% |
| 1Y | -48.0% | -8.3% | -39.7% | -46.0% |
| 3Y | +62.7% | +100.8% | -38.1% | -7.0% |
| 5Y | -77.8% | +38.2% | -116.0% | -83.1% |
| All | +355.0% | +202.2% | +152.9% | +101.0% |
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