+3,094.0%
SPY vs BN
+34,543.5%
-31,449.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | -2.5% | +2.6% | +1.0% |
| 30D | +0.1% | -9.5% | +9.5% | +3.7% |
| 3M | +2.0% | -10.4% | +12.4% | +6.0% |
| 6M | +13.0% | -6.4% | +19.4% | +15.1% |
| YTD | +13.5% | -11.9% | +25.4% | +17.8% |
| 1Y | +20.0% | -8.6% | +28.6% | +22.6% |
| 3Y | +77.2% | +77.6% | -0.4% | +39.6% |
| 5Y | +81.9% | +37.0% | +44.8% | +54.8% |
| 10Y | +314.1% | +266.4% | +47.7% | +145.0% |
| All | +3,094.0% | +34,543.5% | -31,449.4% | +741.9% |
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 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