+139.0%
SN vs BN
-7.9%
+146.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.4% |
| 7D | +7.6% | +4.3% | +3.2% | +4.3% |
| 30D | +22.4% | +14.3% | +8.2% | +11.1% |
| 3M | +21.7% | -4.1% | +25.8% | +25.2% |
| 6M | +102.8% | -9.7% | +112.5% | +117.2% |
| YTD | +102.4% | -7.1% | +109.6% | +103.1% |
| 1Y | +139.0% | -7.4% | +146.4% | +139.9% |
| All | +139.0% | -7.9% | +146.9% | +139.9% |
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 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