+755.0%
SW vs BN
+634.7%
+120.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -5.1% | -2.5% | -2.6% | -4.6% |
| 30D | -4.6% | -9.5% | +4.9% | -2.7% |
| 3M | +9.4% | -10.4% | +19.8% | +11.9% |
| 6M | +3.5% | -6.4% | +9.9% | +5.0% |
| YTD | +22.0% | -11.9% | +33.9% | +25.2% |
| 1Y | +2.2% | -8.6% | +10.8% | +4.2% |
| 3Y | +19.6% | +77.6% | -58.0% | +10.4% |
| 5Y | -2.3% | +37.0% | -39.4% | -7.9% |
| 10Y | +181.4% | +266.4% | -85.0% | +146.1% |
| All | +755.0% | +634.7% | +120.3% | +559.6% |
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