+186.3%
SE vs BP
+33.3%
+153.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -6.1% | +3.9% | -10.0% | -6.4% |
| 30D | -2.5% | +7.6% | -10.1% | -3.2% |
| 3M | +21.7% | +0.7% | +21.0% | +21.9% |
| 6M | +27.0% | +15.5% | +11.5% | +22.2% |
| YTD | -12.1% | +30.8% | -43.0% | -18.4% |
| 1Y | -40.9% | +34.3% | -75.2% | -45.8% |
| All | +186.3% | +33.3% | +153.0% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling