+39.2%
BP vs SM
+46.7%
-7.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +1.1% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +9.1% | +31.5% | -22.4% | -1.3% |
| 3M | +3.9% | +17.3% | -13.4% | -2.8% |
| 6M | +13.6% | +48.5% | -34.9% | -2.0% |
| YTD | +34.0% | +106.3% | -72.2% | +4.0% |
| 1Y | +39.2% | +47.3% | -8.1% | +17.8% |
| All | +39.2% | +46.7% | -7.6% | +17.8% |
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