+120.7%
BP vs S
-57.8%
+178.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.5% |
| 7D | +0.9% | -5.8% | +6.7% | +1.1% |
| 30D | +9.1% | -9.2% | +18.3% | +9.3% |
| 3M | +3.9% | +23.4% | -19.5% | +3.2% |
| 6M | +13.6% | +36.9% | -23.3% | +12.4% |
| YTD | +34.0% | +29.5% | +4.5% | +32.7% |
| 1Y | +39.2% | +5.4% | +33.7% | +38.6% |
| 3Y | +36.4% | +14.7% | +21.7% | +34.7% |
| 5Y | +135.8% | -71.5% | +207.3% | +131.3% |
| All | +120.7% | -57.8% | +178.5% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling