+54.1%
SO vs BB
+147.9%
-93.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.2% |
| 7D | +1.4% | +1.8% | -0.5% | +1.4% |
| 30D | +4.7% | +8.1% | -3.4% | +4.9% |
| 3M | +1.7% | -1.0% | +2.7% | +1.8% |
| 6M | +2.2% | +45.9% | -43.7% | +2.5% |
| YTD | +10.0% | +134.8% | -124.9% | +10.6% |
| 1Y | +6.0% | +104.6% | -98.6% | +6.7% |
| 3Y | +54.1% | +152.8% | -98.7% | +54.6% |
| All | +54.1% | +147.9% | -93.8% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling