+365.7%
SE vs BP
+88.2%
+277.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.0% | -11.6% | +13.6% | +5.6% |
| 30D | -20.0% | 0.0% | -20.0% | -20.3% |
| 3M | -31.8% | +6.7% | -38.5% | -33.6% |
| 6M | -15.9% | +2.2% | -18.0% | -17.7% |
| YTD | -40.6% | +33.0% | -73.6% | -47.5% |
| 1Y | -50.7% | +30.7% | -81.4% | -56.2% |
| 3Y | +70.3% | +44.2% | +26.1% | +43.6% |
| 5Y | -78.8% | +105.1% | -184.0% | -84.2% |
| All | +365.7% | +88.2% | +277.6% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling