+186.3%
SE vs BN
+85.7%
+100.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.1% | -2.5% | -3.6% | -4.9% |
| 30D | -2.5% | -9.5% | +7.0% | +2.6% |
| 3M | +21.7% | -10.4% | +32.1% | +28.5% |
| 6M | +27.0% | -6.4% | +33.4% | +30.3% |
| YTD | -12.1% | -11.9% | -0.3% | -7.3% |
| 1Y | -40.9% | -8.6% | -32.3% | -39.0% |
| All | +186.3% | +85.7% | +100.6% | +159.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling