+125.0%
BP vs SM
+12.3%
+112.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.6% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +9.1% | +31.5% | -22.4% | +2.3% |
| 3M | +3.9% | +17.3% | -13.4% | -0.2% |
| 6M | +13.6% | +48.5% | -34.9% | +3.0% |
| YTD | +34.0% | +106.3% | -72.2% | +12.4% |
| 1Y | +39.2% | +47.3% | -8.1% | +25.3% |
| 3Y | +36.4% | -1.4% | +37.8% | +30.8% |
| 5Y | +135.8% | +114.0% | +21.8% | +85.9% |
| 10Y | +125.0% | +12.5% | +112.5% | +35.9% |
| All | +125.0% | +12.3% | +112.7% | +35.9% |
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