+447.8%
SN vs BN
+80.5%
+367.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +4.0% |
| 7D | +1.5% | -1.0% | +2.5% | +2.2% |
| 30D | +21.5% | +14.0% | +7.5% | +10.7% |
| 3M | +20.0% | -9.0% | +29.1% | +28.0% |
| 6M | +119.9% | -8.8% | +128.8% | +133.7% |
| YTD | +102.3% | -10.3% | +112.6% | +115.3% |
| 1Y | +148.0% | -5.8% | +153.8% | +155.2% |
| 3Y | +450.0% | +94.8% | +355.2% | +293.2% |
| All | +447.8% | +80.5% | +367.3% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling