+372.3%
SE vs BN
+204.5%
+167.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.6% |
| 7D | 0.0% | +4.3% | -4.3% | -2.7% |
| 30D | -19.4% | +14.3% | -33.7% | -26.6% |
| 3M | -33.1% | -4.1% | -29.0% | -31.4% |
| 6M | -11.4% | -9.7% | -1.8% | -6.1% |
| YTD | -39.8% | -7.1% | -32.6% | -37.8% |
| 1Y | -50.5% | -7.4% | -43.0% | -48.9% |
| 3Y | +68.9% | +102.3% | -33.5% | -4.0% |
| 5Y | -77.1% | +35.9% | -113.0% | -82.4% |
| All | +372.3% | +204.5% | +167.8% | +107.5% |
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