+422.5%
STM vs BN
+289.4%
+133.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.8% | +2.9% | +4.0% |
| 7D | -5.6% | +3.6% | -9.2% | -8.2% |
| 30D | -14.4% | +15.9% | -30.3% | -23.5% |
| 3M | -20.5% | -2.3% | -18.1% | -19.6% |
| 6M | -24.5% | -8.4% | -16.1% | -20.2% |
| YTD | +72.7% | -5.9% | +78.6% | +78.2% |
| 1Y | +91.0% | -5.6% | +96.6% | +96.1% |
| 3Y | +13.5% | +104.2% | -90.7% | -34.1% |
| 5Y | -9.2% | +35.5% | -44.7% | -30.7% |
| 10Y | +422.5% | +285.2% | +137.3% | +105.3% |
| All | +422.5% | +289.4% | +133.2% | +105.3% |
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