+196.4%
SO vs BN
+290.8%
-94.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | +1.4% | -1.0% | +2.3% | +1.6% |
| 30D | +4.7% | +14.0% | -9.3% | +1.1% |
| 3M | +1.7% | -9.0% | +10.7% | +4.0% |
| 6M | +2.2% | -8.8% | +11.0% | +4.1% |
| YTD | +10.0% | -10.3% | +20.2% | +11.8% |
| 1Y | +6.0% | -5.8% | +11.9% | +6.2% |
| 3Y | +54.1% | +94.8% | -40.7% | +17.9% |
| 5Y | +79.6% | +31.5% | +48.2% | +53.5% |
| All | +196.4% | +290.8% | -94.4% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling