+597.0%
SE vs BP
+89.7%
+507.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.4% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | -0.1% | +9.1% | -9.2% | -2.8% |
| 3M | +34.1% | +3.9% | +30.2% | +31.5% |
| 6M | +23.2% | +13.6% | +9.6% | +16.3% |
| YTD | -11.2% | +34.0% | -45.2% | -21.1% |
| 1Y | -40.5% | +39.2% | -79.7% | -48.2% |
| 3Y | +196.3% | +36.4% | +159.9% | +156.2% |
| 5Y | -67.0% | +135.8% | -202.8% | -76.3% |
| All | +597.0% | +89.7% | +507.3% | +435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling