+79.9%
SPY vs BN
+102.8%
-22.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +0.9% |
| 7D | +0.1% | +3.6% | -3.6% | -1.3% |
| 30D | -3.3% | +15.9% | -19.2% | -8.8% |
| 3M | -2.4% | -2.3% | -0.1% | -1.7% |
| 6M | +2.6% | -8.4% | +11.0% | +5.6% |
| YTD | +11.2% | -5.9% | +17.1% | +12.5% |
| 1Y | +13.4% | -5.6% | +19.0% | +14.4% |
| 3Y | +79.9% | +104.2% | -24.3% | +39.5% |
| All | +79.9% | +102.8% | -22.9% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling