+0.1%
SO vs BB
+100.8%
-100.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.8% |
| 7D | 0.0% | +1.8% | -1.8% | +0.1% |
| 30D | -2.5% | -12.2% | +9.7% | -3.0% |
| 3M | -4.2% | -12.3% | +8.2% | -4.8% |
| 6M | -7.7% | +122.7% | -130.4% | -5.3% |
| YTD | +3.8% | +104.5% | -100.7% | +6.2% |
| 1Y | +0.1% | +106.7% | -106.6% | +2.4% |
| All | +0.1% | +100.8% | -100.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling