+597.0%
SE vs BN
+181.6%
+415.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.8% |
| 7D | +0.6% | -1.2% | +1.8% | +1.3% |
| 30D | -0.1% | -10.9% | +10.8% | +8.0% |
| 3M | +34.1% | -11.1% | +45.2% | +44.9% |
| 6M | +23.2% | -4.4% | +27.6% | +25.8% |
| YTD | -11.2% | -14.1% | +3.0% | -2.9% |
| 1Y | -40.5% | -11.1% | -29.5% | -37.0% |
| 3Y | +196.3% | +75.6% | +120.7% | +85.5% |
| 5Y | -67.0% | +35.8% | -102.8% | -74.3% |
| All | +597.0% | +181.6% | +415.4% | +223.8% |
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