+46.1%
BP vs SN
+650.0%
-603.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.5% |
| 30D | -5.6% | +16.6% | -22.2% | -5.9% |
| 3M | +8.0% | +18.3% | -10.2% | +7.6% |
| 6M | +5.7% | +103.1% | -97.4% | +2.2% |
| YTD | +36.8% | +96.7% | -59.9% | +32.2% |
| 1Y | +30.7% | +134.3% | -103.6% | +24.2% |
| 3Y | +51.6% | +425.2% | -373.6% | +37.4% |
| All | +46.1% | +650.0% | -603.9% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling