+1,734.5%
BP vs SM
+1,608.3%
+126.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +7.6% | +26.3% | -18.7% | +1.9% |
| 3M | +0.7% | +8.7% | -8.0% | -1.5% |
| 6M | +15.5% | +51.7% | -36.2% | +4.3% |
| YTD | +30.8% | +99.0% | -68.2% | +10.9% |
| 1Y | +34.3% | +34.6% | -0.3% | +23.6% |
| 3Y | +35.1% | -7.8% | +42.8% | +31.7% |
| 5Y | +126.8% | +104.8% | +22.1% | +79.0% |
| 10Y | +123.4% | +7.2% | +116.1% | +33.4% |
| All | +1,734.5% | +1,608.3% | +126.2% | +525.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling