+911.5%
BE vs SO
+158.0%
+753.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.6% |
| 7D | +20.0% | -0.2% | +20.1% | +20.0% |
| 30D | +7.9% | -4.6% | +12.5% | +9.9% |
| 3M | -13.2% | -3.0% | -10.2% | -13.2% |
| 6M | +53.5% | -8.3% | +61.7% | +56.9% |
| YTD | +191.0% | +3.5% | +187.5% | +181.3% |
| 1Y | +360.5% | -0.9% | +361.4% | +352.1% |
| 3Y | +1,568.0% | +45.4% | +1,522.7% | +1,219.9% |
| 5Y | +1,055.2% | +59.6% | +995.6% | +765.6% |
| All | +911.5% | +158.0% | +753.5% | +579.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling