-46.2%
SE vs BN
-11.7%
-34.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -0.5% | -1.0% | +0.5% | 0.0% |
| 30D | -20.9% | +14.0% | -34.9% | -25.6% |
| 3M | -38.9% | -9.0% | -29.9% | -35.9% |
| 6M | -19.4% | -8.8% | -10.6% | -16.0% |
| YTD | -40.9% | -10.3% | -30.7% | -39.5% |
| 1Y | -46.2% | -5.8% | -40.4% | -45.0% |
| All | -46.2% | -11.7% | -34.5% | -45.0% |
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