+34.3%
BP vs SN
+46.4%
-12.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.4% |
| 7D | +3.9% | -9.3% | +13.3% | +2.4% |
| 30D | +7.6% | -4.8% | +12.4% | +6.9% |
| 3M | +0.7% | +40.4% | -39.7% | +5.3% |
| 6M | +15.5% | +50.9% | -35.5% | +22.7% |
| YTD | +30.8% | +54.9% | -24.1% | +38.7% |
| 1Y | +34.3% | +43.0% | -8.7% | +43.2% |
| All | +34.3% | +46.4% | -12.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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