+142.2%
BP vs SM
+18.0%
+124.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +9.4% | -5.6% | +1.6% |
| 30D | -5.3% | -14.4% | +9.1% | -2.1% |
| 3M | +9.3% | +1.6% | +7.7% | +8.4% |
| 6M | +7.2% | +6.3% | +0.9% | +4.9% |
| YTD | +38.0% | +78.8% | -40.7% | +19.3% |
| 1Y | +33.2% | +83.1% | -49.9% | +14.4% |
| 3Y | +50.3% | -5.9% | +56.2% | +45.5% |
| 5Y | +114.1% | +4.8% | +109.3% | +96.0% |
| All | +142.2% | +18.0% | +124.2% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling