+264.0%
SPOT vs BN
+217.1%
+46.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -0.9% | -2.5% | +1.5% | +0.2% |
| 30D | +12.5% | -9.5% | +22.0% | +17.8% |
| 3M | +9.9% | -10.4% | +20.3% | +15.3% |
| 6M | +1.6% | -6.4% | +7.9% | +3.7% |
| YTD | -6.6% | -11.9% | +5.3% | -2.4% |
| 1Y | -22.9% | -8.6% | -14.3% | -21.4% |
| 3Y | +244.3% | +77.6% | +166.7% | +142.1% |
| 5Y | +117.8% | +37.0% | +80.8% | +73.9% |
| All | +264.0% | +217.1% | +46.9% | +67.1% |
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