+235.3%
SPOT vs BN
+74.6%
+160.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | 0.0% | -1.6% |
| 7D | -2.9% | -1.2% | -1.7% | -2.4% |
| 30D | +8.3% | -10.9% | +19.2% | +12.8% |
| 3M | +5.1% | -11.1% | +16.1% | +9.3% |
| 6M | -6.5% | -4.4% | -2.1% | -5.7% |
| YTD | -9.0% | -14.1% | +5.2% | -4.9% |
| 1Y | -26.4% | -11.1% | -15.4% | -24.6% |
| All | +235.3% | +74.6% | +160.7% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling