+911.5%
BE vs SM
+54.4%
+857.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.5% | +9.9% | +7.9% |
| 7D | +20.0% | +0.1% | +19.9% | +19.9% |
| 30D | +7.9% | +26.3% | -18.4% | +1.9% |
| 3M | -13.2% | +8.7% | -21.9% | -16.4% |
| 6M | +53.5% | +51.7% | +1.8% | +34.8% |
| YTD | +191.0% | +99.0% | +92.0% | +138.3% |
| 1Y | +360.5% | +34.6% | +325.9% | +308.9% |
| 3Y | +1,568.0% | -7.8% | +1,575.8% | +1,478.1% |
| 5Y | +1,055.2% | +104.8% | +950.4% | +794.0% |
| All | +911.5% | +54.4% | +857.1% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling