+372.3%
SE vs BP
+88.4%
+283.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | 0.0% | -6.3% | +6.4% | +1.9% |
| 30D | -19.4% | -3.6% | -15.8% | -18.8% |
| 3M | -33.1% | +5.2% | -38.3% | -34.6% |
| 6M | -11.4% | +5.3% | -16.8% | -14.2% |
| YTD | -39.8% | +33.1% | -72.9% | -46.8% |
| 1Y | -50.5% | +26.3% | -76.8% | -55.5% |
| 3Y | +68.9% | +47.5% | +21.4% | +41.2% |
| 5Y | -77.1% | +106.2% | -183.3% | -82.9% |
| All | +372.3% | +88.4% | +283.9% | +261.6% |
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