+33.2%
BE vs SO
+6.1%
+27.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.3% |
| 7D | -13.4% | -0.1% | -13.3% | -13.5% |
| 30D | -33.9% | +8.7% | -42.6% | -30.2% |
| 3M | -12.0% | +3.4% | -15.3% | -10.8% |
| 6M | -29.0% | +3.7% | -32.7% | -30.0% |
| YTD | +113.4% | +10.0% | +103.4% | +109.9% |
| 1Y | +33.2% | +6.6% | +26.6% | +41.1% |
| All | +33.2% | +6.1% | +27.1% | +41.1% |
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