+13.5%
SPY vs BN
-11.7%
+25.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +2.6% | -1.0% | +3.6% | +2.9% |
| 30D | -2.0% | +14.0% | -15.9% | -5.6% |
| 3M | -2.8% | -9.0% | +6.2% | -0.1% |
| 6M | +2.1% | -8.8% | +11.0% | +4.7% |
| YTD | +11.5% | -10.3% | +21.7% | +12.6% |
| 1Y | +13.5% | -5.8% | +19.3% | +12.4% |
| All | +13.5% | -11.7% | +25.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling