+675.5%
BE vs SO
+174.0%
+501.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.6% | +11.4% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -30.9% | +8.6% | -39.5% | -33.3% |
| 3M | -11.6% | +1.8% | -13.4% | -12.4% |
| 6M | -25.7% | +3.6% | -29.3% | -27.7% |
| YTD | +123.1% | +9.9% | +113.2% | +110.1% |
| 1Y | +43.4% | +5.7% | +37.7% | +37.4% |
| 3Y | +1,683.6% | +52.5% | +1,631.1% | +1,280.3% |
| 5Y | +465.4% | +77.3% | +388.1% | +304.2% |
| All | +675.5% | +174.0% | +501.5% | +407.9% |
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