-48.0%
SE vs BN
-9.6%
-38.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -22.3% | +13.6% | -35.9% | -26.7% |
| 3M | -41.8% | -6.7% | -35.2% | -39.7% |
| 6M | -22.4% | -9.0% | -13.4% | -19.0% |
| YTD | -41.6% | -8.8% | -32.8% | -40.4% |
| 1Y | -48.0% | -10.6% | -37.4% | -47.0% |
| All | -48.0% | -9.6% | -38.4% | -47.0% |
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 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