+319.5%
SN vs BN
+77.3%
+242.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | -9.3% | -2.5% | -6.9% | -7.6% |
| 30D | -4.8% | -9.5% | +4.7% | +2.2% |
| 3M | +40.4% | -10.4% | +50.8% | +51.7% |
| 6M | +50.9% | -6.4% | +57.3% | +57.9% |
| YTD | +54.9% | -11.9% | +66.8% | +67.6% |
| 1Y | +43.0% | -8.6% | +51.6% | +50.2% |
| 3Y | +391.8% | +77.6% | +314.3% | +271.6% |
| All | +319.5% | +77.3% | +242.2% | +219.2% |
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