+1,808.6%
STM vs BN
+17,024.7%
-15,216.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +5.0% |
| 7D | -10.7% | +5.3% | -16.1% | -13.8% |
| 30D | -25.7% | +11.9% | -37.6% | -30.8% |
| 3M | -21.6% | -5.7% | -15.8% | -19.2% |
| 6M | -27.8% | -10.6% | -17.2% | -23.4% |
| YTD | +61.8% | -9.4% | +71.1% | +70.1% |
| 1Y | +78.1% | -8.8% | +86.9% | +86.2% |
| 3Y | +4.9% | +95.6% | -90.7% | -29.8% |
| 5Y | -14.3% | +30.2% | -44.4% | -28.2% |
| 10Y | +414.1% | +277.0% | +137.0% | +138.3% |
| All | +1,808.6% | +17,024.7% | -15,216.0% | +98.0% |
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