+668.0%
BE vs SM
+38.6%
+629.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | +10.8% | +9.4% | +1.4% | +8.6% |
| 30D | -19.8% | -14.4% | -5.4% | -17.4% |
| 3M | -18.7% | +1.6% | -20.3% | -20.1% |
| 6M | -33.7% | +6.3% | -40.1% | -36.9% |
| YTD | +121.0% | +78.8% | +42.2% | +83.2% |
| 1Y | +85.4% | +83.1% | +2.3% | +52.3% |
| 3Y | +1,709.5% | -5.9% | +1,715.4% | +1,585.7% |
| 5Y | +462.2% | +4.8% | +457.4% | +395.3% |
| All | +668.0% | +38.6% | +629.3% | +263.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling