+389.6%
BE vs SO
+0.6%
+389.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -3.4% |
| 7D | +23.9% | 0.0% | +23.9% | +23.9% |
| 30D | +27.8% | -2.5% | +30.3% | +25.0% |
| 3M | +3.7% | -4.2% | +7.9% | -0.8% |
| 6M | +78.0% | -7.7% | +85.6% | +66.0% |
| YTD | +209.9% | +3.8% | +206.1% | +214.0% |
| 1Y | +389.6% | +0.1% | +389.5% | +424.8% |
| All | +389.6% | +0.6% | +389.0% | +424.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling