+127.9%
BB vs SUNB
+1.6%
+126.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -2.0% |
| 7D | +1.8% | +9.4% | -7.6% | +1.1% |
| 30D | -12.2% | -6.9% | -5.3% | -11.7% |
| 3M | -12.3% | -11.3% | -1.0% | -11.8% |
| 6M | +122.7% | -1.8% | +124.5% | +123.3% |
| All | +127.9% | +1.6% | +126.3% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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