+34.3%
BP vs SM
+36.8%
-2.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.6% |
| 7D | +3.9% | -0.5% | +4.4% | +4.1% |
| 30D | +7.6% | +25.6% | -18.0% | -1.0% |
| 3M | +0.7% | +8.0% | -7.3% | -3.1% |
| 6M | +15.5% | +50.8% | -35.3% | -0.6% |
| YTD | +30.8% | +97.9% | -67.1% | +3.1% |
| 1Y | +34.3% | +33.8% | +0.5% | +17.3% |
| All | +34.3% | +36.8% | -2.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling