+128.6%
BP vs SM
+107.8%
+20.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.4% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +7.6% | +26.3% | -18.7% | -0.9% |
| 3M | +0.7% | +8.7% | -8.0% | -2.8% |
| 6M | +15.5% | +51.7% | -36.2% | -1.3% |
| YTD | +30.8% | +99.0% | -68.2% | +1.6% |
| 1Y | +34.3% | +34.6% | -0.3% | +18.0% |
| 3Y | +35.1% | -7.8% | +42.8% | +28.4% |
| All | +128.6% | +107.8% | +20.7% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling