+55.3%
BE vs SM
+70.4%
-15.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.3% | +8.9% | -10.3% |
| 7D | -12.1% | -21.5% | +9.4% | -17.7% |
| 30D | -30.1% | -11.4% | -18.7% | -31.7% |
| 3M | -12.1% | +0.6% | -12.8% | -10.5% |
| 6M | -30.6% | +0.2% | -30.8% | -27.6% |
| YTD | +130.6% | +69.7% | +61.0% | +170.7% |
| 1Y | +55.3% | +71.6% | -16.3% | +85.4% |
| All | +55.3% | +70.4% | -15.1% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling