+3,029.2%
SPY vs BN
+36,897.3%
-33,868.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.5% | +1.0% |
| 7D | +0.1% | +3.6% | -3.6% | -1.3% |
| 30D | -3.3% | +15.9% | -19.2% | -8.5% |
| 3M | -2.4% | -2.3% | -0.1% | -1.9% |
| 6M | +2.6% | -8.4% | +11.0% | +5.3% |
| 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% | +35.0% |
| 5Y | +72.2% | +35.5% | +36.7% | +46.8% |
| 10Y | +307.3% | +285.2% | +22.1% | +136.1% |
| All | +3,029.2% | +36,897.3% | -33,868.1% | +703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling