+392.6%
STM vs BN
+271.1%
+121.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +5.1% |
| 7D | -10.7% | +5.3% | -16.1% | -14.5% |
| 30D | -25.7% | +11.9% | -37.6% | -31.9% |
| 3M | -21.6% | -5.7% | -15.8% | -18.7% |
| 6M | -27.8% | -10.6% | -17.2% | -22.4% |
| YTD | +61.8% | -9.4% | +71.1% | +71.4% |
| 1Y | +78.1% | -8.8% | +86.9% | +87.2% |
| 3Y | +4.9% | +95.6% | -90.7% | -37.2% |
| 5Y | -14.3% | +30.2% | -44.4% | -32.7% |
| All | +392.6% | +271.1% | +121.5% | +100.2% |
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 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