+311.0%
SPYM vs BN
+290.8%
+20.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.3% |
| 7D | +2.6% | -1.0% | +3.5% | +3.0% |
| 30D | -2.0% | +14.0% | -16.0% | -7.8% |
| 3M | -2.8% | -9.0% | +6.2% | +1.0% |
| 6M | +2.2% | -8.8% | +11.0% | +5.7% |
| YTD | +11.5% | -10.3% | +21.8% | +15.3% |
| 1Y | +13.5% | -5.8% | +19.3% | +14.7% |
| 3Y | +78.0% | +94.8% | -16.7% | +24.4% |
| 5Y | +73.1% | +31.5% | +41.7% | +42.2% |
| All | +311.0% | +290.8% | +20.1% | +101.9% |
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 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