+75.7%
SPYM vs BN
+33.2%
+42.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -0.9% | -2.4% | +1.5% | +0.1% |
| 30D | -2.4% | +13.5% | -15.9% | -7.5% |
| 3M | -1.1% | -5.9% | +4.8% | +1.1% |
| 6M | +3.3% | -8.9% | +12.2% | +6.8% |
| YTD | +12.4% | -7.9% | +20.2% | +14.7% |
| 1Y | +12.5% | -8.3% | +20.8% | +14.9% |
| 3Y | +79.1% | +100.8% | -21.6% | +26.2% |
| 5Y | +75.7% | +38.2% | +37.5% | +45.2% |
| All | +75.7% | +33.2% | +42.5% | +45.2% |
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