+668.0%
BE vs SO
+174.0%
+493.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.4% |
| 7D | +10.8% | +1.4% | +9.5% | +10.3% |
| 30D | -19.8% | +4.7% | -24.5% | -21.4% |
| 3M | -18.7% | +1.7% | -20.4% | -19.5% |
| 6M | -33.7% | +2.2% | -35.9% | -35.2% |
| YTD | +121.0% | +10.0% | +111.0% | +108.1% |
| 1Y | +85.4% | +6.0% | +79.4% | +77.3% |
| 3Y | +1,709.5% | +54.1% | +1,655.4% | +1,292.9% |
| 5Y | +462.2% | +79.6% | +382.6% | +299.5% |
| All | +668.0% | +174.0% | +493.9% | +402.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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