+5,976.4%
SO vs BN
+15,251.3%
-9,275.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -0.2% | -2.5% | +2.3% | +0.2% |
| 30D | -4.6% | -9.5% | +4.9% | -3.1% |
| 3M | -3.0% | -10.4% | +7.3% | -1.4% |
| 6M | -8.3% | -6.4% | -1.9% | -7.6% |
| YTD | +3.5% | -11.9% | +15.4% | +5.1% |
| 1Y | -0.9% | -8.6% | +7.7% | -0.3% |
| 3Y | +45.4% | +77.6% | -32.2% | +28.5% |
| 5Y | +59.6% | +37.0% | +22.6% | +45.4% |
| 10Y | +156.6% | +266.4% | -109.8% | +99.4% |
| All | +5,976.4% | +15,251.3% | -9,275.0% | +4,226.5% |
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