+465.1%
STM vs BN
+290.8%
+174.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.7% |
| 7D | +12.0% | -1.0% | +13.0% | +12.8% |
| 30D | -0.4% | +14.0% | -14.3% | -10.0% |
| 3M | -13.2% | -9.0% | -4.2% | -7.6% |
| 6M | -26.1% | -8.8% | -17.2% | -21.6% |
| YTD | +81.2% | -10.3% | +91.4% | +93.4% |
| 1Y | +98.3% | -5.8% | +104.1% | +104.2% |
| 3Y | +16.7% | +94.8% | -78.1% | -29.9% |
| 5Y | -4.8% | +31.5% | -36.3% | -25.8% |
| All | +465.1% | +290.8% | +174.2% | +127.1% |
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