+36.6%
BP vs SN
+156.5%
-119.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.3% | -3.3% |
| 7D | -8.4% | +10.6% | -19.0% | -6.3% |
| 30D | +2.2% | +20.0% | -17.8% | +6.4% |
| 3M | +8.8% | +30.4% | -21.6% | +15.4% |
| 6M | -0.5% | +91.0% | -91.5% | +12.3% |
| YTD | +36.2% | +95.9% | -59.7% | +54.5% |
| 1Y | +36.6% | +158.9% | -122.3% | +52.6% |
| All | +36.6% | +156.5% | -119.9% | +52.6% |
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