+103.1%
SN vs BN
-9.6%
+112.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +16.6% | +13.6% | +3.0% | +5.5% |
| 3M | +18.3% | -6.7% | +24.9% | +25.5% |
| 6M | +103.1% | -9.0% | +112.0% | +121.1% |
| All | +103.1% | -9.6% | +112.7% | +121.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling