+128.6%
BP vs S
-71.4%
+200.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.9% | -7.7% | +11.6% | +4.2% |
| 30D | +7.6% | -5.3% | +12.9% | +7.7% |
| 3M | +0.7% | +20.3% | -19.6% | 0.0% |
| 6M | +15.5% | +47.4% | -31.9% | +13.7% |
| YTD | +30.8% | +32.5% | -1.7% | +29.2% |
| 1Y | +34.3% | +9.5% | +24.8% | +33.5% |
| 3Y | +35.1% | +15.5% | +19.5% | +33.0% |
| All | +128.6% | -71.4% | +200.0% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling