+2,285.7%
STM vs BN
+16,551.3%
-14,265.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +2.0% |
| 7D | +5.8% | -2.5% | +8.3% | +7.3% |
| 30D | -1.0% | -9.5% | +8.5% | +4.8% |
| 3M | -33.3% | -10.4% | -22.9% | -28.9% |
| 6M | +57.4% | -6.4% | +63.7% | +63.1% |
| YTD | +102.2% | -11.9% | +114.1% | +116.9% |
| 1Y | +99.6% | -8.6% | +108.2% | +109.0% |
| 3Y | +14.5% | +77.6% | -63.0% | -19.0% |
| 5Y | +21.4% | +37.0% | -15.7% | -0.8% |
| 10Y | +695.0% | +266.4% | +428.6% | +275.8% |
| All | +2,285.7% | +16,551.3% | -14,265.5% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling