+72.2%
SPY vs BN
+35.4%
+36.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +0.8% |
| 7D | +0.1% | +3.6% | -3.6% | -1.4% |
| 30D | -3.3% | +15.9% | -19.2% | -9.3% |
| 3M | -2.4% | -2.3% | -0.1% | -1.7% |
| 6M | +2.6% | -8.4% | +11.0% | +5.8% |
| YTD | +11.2% | -5.9% | +17.1% | +12.6% |
| 1Y | +13.4% | -5.6% | +19.0% | +14.4% |
| 3Y | +79.9% | +104.2% | -24.3% | +25.6% |
| 5Y | +72.2% | +35.5% | +36.7% | +43.2% |
| All | +72.2% | +35.4% | +36.8% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling