+365.7%
SE vs BN
+197.3%
+168.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.7% |
| 7D | +2.0% | +5.3% | -3.3% | -1.6% |
| 30D | -20.0% | +11.9% | -31.9% | -26.1% |
| 3M | -31.8% | -5.7% | -26.0% | -29.2% |
| 6M | -15.9% | -10.6% | -5.3% | -10.2% |
| YTD | -40.6% | -9.4% | -31.3% | -37.7% |
| 1Y | -50.7% | -8.8% | -41.9% | -48.6% |
| 3Y | +70.3% | +95.6% | -25.3% | -0.9% |
| 5Y | -78.8% | +30.2% | -109.0% | -83.3% |
| All | +365.7% | +197.3% | +168.5% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling