+307.8%
SPY vs BN
+290.8%
+17.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +2.6% | -1.0% | +3.6% | +3.0% |
| 30D | -2.0% | +14.0% | -15.9% | -7.8% |
| 3M | -2.8% | -9.0% | +6.2% | +1.0% |
| 6M | +2.1% | -8.8% | +11.0% | +5.7% |
| YTD | +11.5% | -10.3% | +21.7% | +15.3% |
| 1Y | +13.5% | -5.8% | +19.3% | +14.7% |
| 3Y | +77.7% | +94.8% | -17.1% | +24.6% |
| 5Y | +72.6% | +31.5% | +41.1% | +42.1% |
| All | +307.8% | +290.8% | +17.0% | +103.3% |
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 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