+387.2%
BE vs SO
+75.0%
+312.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.6% |
| 7D | -14.7% | -1.5% | -13.3% | -14.5% |
| 30D | -40.5% | +8.1% | -48.6% | -41.6% |
| 3M | -24.3% | +0.2% | -24.6% | -24.5% |
| 6M | -39.3% | +0.4% | -39.7% | -40.1% |
| YTD | +99.4% | +8.5% | +90.9% | +90.9% |
| 1Y | +26.6% | +4.9% | +21.6% | +22.7% |
| 3Y | +1,616.9% | +47.9% | +1,569.0% | +1,231.3% |
| All | +387.2% | +75.0% | +312.2% | +310.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling