+1,764.7%
BP vs SM
+1,302.7%
+462.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -11.6% | -25.9% | +14.3% | -5.6% |
| 30D | 0.0% | -15.1% | +15.2% | +3.7% |
| 3M | +6.7% | +4.9% | +1.9% | +5.2% |
| 6M | +2.2% | +6.1% | -4.0% | +0.1% |
| YTD | +33.0% | +63.4% | -30.5% | +17.5% |
| 1Y | +30.7% | +72.5% | -41.7% | +14.0% |
| 3Y | +44.2% | -16.9% | +61.1% | +43.9% |
| 5Y | +105.1% | -10.6% | +115.8% | +94.2% |
| 10Y | +133.5% | +11.3% | +122.2% | +38.9% |
| All | +1,764.7% | +1,302.7% | +462.0% | +562.9% |
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 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