+64.8%
BE vs SM
+72.9%
-8.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +5.6% | +7.4% | +14.0% |
| 7D | +4.5% | +0.3% | +4.2% | +4.3% |
| 30D | -20.1% | -17.3% | -2.8% | -23.5% |
| 3M | -0.8% | -3.6% | +2.8% | -0.8% |
| 6M | -26.2% | +2.9% | -29.1% | -23.6% |
| YTD | +141.1% | +70.2% | +70.9% | +160.6% |
| 1Y | +64.8% | +66.5% | -1.7% | +80.0% |
| All | +64.8% | +72.9% | -8.1% | +80.0% |
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