+1,616.9%
BE vs SM
-20.0%
+1,637.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.3% |
| 7D | -14.7% | -25.9% | +11.2% | -12.0% |
| 30D | -40.5% | -15.1% | -25.4% | -39.6% |
| 3M | -24.3% | +4.9% | -29.2% | -26.1% |
| 6M | -39.3% | +6.1% | -45.5% | -42.0% |
| YTD | +99.4% | +63.4% | +35.9% | +66.4% |
| 1Y | +26.6% | +72.5% | -45.9% | +3.1% |
| 3Y | +1,616.9% | -16.9% | +1,633.8% | +1,436.5% |
| All | +1,616.9% | -20.0% | +1,637.0% | +1,436.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling