-50.5%
SE vs BN
-7.9%
-42.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.8% |
| 7D | 0.0% | +4.3% | -4.3% | -1.8% |
| 30D | -19.4% | +14.3% | -33.7% | -24.1% |
| 3M | -33.1% | -4.1% | -29.0% | -31.6% |
| 6M | -11.4% | -9.7% | -1.8% | -7.2% |
| YTD | -39.8% | -7.1% | -32.6% | -39.2% |
| 1Y | -50.5% | -7.4% | -43.0% | -50.3% |
| All | -50.5% | -7.9% | -42.6% | -50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling