+47.2%
BP vs SN
+441.3%
-394.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.8% | +3.5% | -4.3% | -0.8% |
| 30D | -3.1% | +19.4% | -22.6% | -3.6% |
| 3M | +6.2% | +20.9% | -14.8% | +5.6% |
| 6M | +4.8% | +111.1% | -106.3% | +0.4% |
| YTD | +35.2% | +102.8% | -67.6% | +29.3% |
| 1Y | +27.4% | +146.2% | -118.8% | +18.9% |
| All | +47.2% | +441.3% | -394.1% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling