-26.2%
BE vs SO
+3.4%
-29.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +13.2% |
| 7D | +4.5% | +0.8% | +3.8% | +5.2% |
| 30D | -20.1% | +7.8% | -27.9% | -13.0% |
| 3M | -0.8% | +2.9% | -3.8% | -1.7% |
| 6M | -26.2% | +2.5% | -28.7% | -33.8% |
| All | -26.2% | +3.4% | -29.6% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling