+26.3%
BP vs SN
+140.3%
-114.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.3% |
| 7D | -6.3% | +7.6% | -13.9% | -4.7% |
| 30D | -3.6% | +22.4% | -26.1% | +1.0% |
| 3M | +5.2% | +21.7% | -16.4% | +10.5% |
| 6M | +5.3% | +102.8% | -97.5% | +21.0% |
| YTD | +33.1% | +102.4% | -69.3% | +53.6% |
| 1Y | +26.3% | +139.0% | -112.7% | +45.0% |
| All | +26.3% | +140.3% | -114.0% | +45.0% |
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