+112.6%
SPOT vs BN
+33.2%
+79.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | 0.0% |
| 7D | -6.5% | -3.0% | -3.5% | -4.9% |
| 30D | +2.2% | -13.0% | +15.2% | +10.0% |
| 3M | +5.4% | -15.2% | +20.6% | +14.7% |
| 6M | -4.0% | -5.9% | +1.9% | -2.1% |
| YTD | -9.9% | -15.8% | +5.8% | -3.1% |
| 1Y | -27.3% | -12.2% | -15.1% | -24.3% |
| 3Y | +236.4% | +72.2% | +164.2% | +114.8% |
| 5Y | +112.6% | +33.2% | +79.4% | +67.6% |
| All | +112.6% | +33.2% | +79.4% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling