+63.7%
SE vs BP
+51.6%
+12.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -0.5% | +3.8% | -4.3% | -0.6% |
| 30D | -20.9% | -5.3% | -15.6% | -20.8% |
| 3M | -38.9% | +9.3% | -48.1% | -39.4% |
| 6M | -19.4% | +7.2% | -26.6% | -19.8% |
| YTD | -40.9% | +38.0% | -79.0% | -45.2% |
| 1Y | -46.2% | +33.2% | -79.4% | -49.6% |
| 3Y | +63.7% | +50.3% | +13.4% | +43.4% |
| All | +63.7% | +51.6% | +12.2% | +43.4% |
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