+434.8%
SN vs BN
+100.0%
+334.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +16.6% | +13.6% | +3.0% | +5.9% |
| 3M | +18.3% | -6.7% | +24.9% | +24.2% |
| 6M | +103.1% | -9.0% | +112.0% | +117.0% |
| YTD | +96.7% | -8.8% | +105.5% | +107.5% |
| 1Y | +134.3% | -10.6% | +145.0% | +150.6% |
| All | +434.8% | +100.0% | +334.9% | +287.8% |
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