+404.0%
BE vs SM
+45.2%
+358.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.6% | +6.0% | +10.4% |
| 7D | +29.8% | -0.2% | +29.9% | +29.7% |
| 30D | +26.4% | +31.5% | -5.1% | +33.8% |
| 3M | +9.3% | +17.3% | -8.0% | +16.0% |
| 6M | +105.1% | +48.5% | +56.5% | +122.2% |
| YTD | +219.0% | +106.3% | +112.8% | +255.8% |
| All | +404.0% | +45.2% | +358.9% | +495.0% |
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