+319.7%
SPY vs BN
+257.9%
+61.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -0.4% | -3.0% | +2.6% | +1.0% |
| 30D | -1.4% | -13.0% | +11.6% | +4.8% |
| 3M | +3.7% | -15.2% | +18.9% | +11.4% |
| 6M | +13.0% | -5.9% | +18.9% | +15.2% |
| YTD | +12.4% | -15.8% | +28.2% | +19.9% |
| 1Y | +18.5% | -12.2% | +30.7% | +23.6% |
| 3Y | +77.6% | +72.2% | +5.4% | +31.7% |
| 5Y | +81.7% | +33.2% | +48.5% | +48.5% |
| 10Y | +319.7% | +264.7% | +55.0% | +113.9% |
| All | +319.7% | +257.9% | +61.7% | +113.9% |
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