+432.7%
SN vs BN
+83.5%
+349.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +18.3% | -6.7% | +24.9% | +23.9% |
| 6M | +103.1% | -9.0% | +112.0% | +116.2% |
| YTD | +96.7% | -8.8% | +105.5% | +107.1% |
| 1Y | +134.3% | -10.6% | +145.0% | +149.9% |
| 3Y | +425.2% | +98.8% | +326.5% | +270.8% |
| All | +432.7% | +83.5% | +349.2% | +294.5% |
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