+314.6%
SPYM vs BN
+263.5%
+51.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -2.0% | -5.9% | +3.9% | +0.7% |
| 30D | -1.6% | -15.1% | +13.4% | +5.7% |
| 3M | +4.7% | -14.6% | +19.3% | +12.1% |
| 6M | +12.6% | -8.4% | +21.0% | +16.2% |
| YTD | +11.8% | -16.8% | +28.6% | +19.9% |
| 1Y | +17.5% | -14.4% | +31.9% | +23.9% |
| 3Y | +77.0% | +70.1% | +6.9% | +31.5% |
| 5Y | +82.6% | +33.5% | +49.1% | +48.7% |
| All | +314.6% | +263.5% | +51.0% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling