+155.9%
SO vs BP
+126.3%
+29.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | +1.0% | +0.9% | +0.1% | +0.9% |
| 30D | -3.2% | +9.1% | -12.3% | -4.6% |
| 3M | -1.7% | +3.9% | -5.6% | -2.5% |
| 6M | -7.2% | +13.6% | -20.8% | -9.5% |
| YTD | +4.6% | +34.0% | -29.5% | -1.1% |
| 1Y | +1.2% | +39.2% | -38.0% | -5.1% |
| 3Y | +45.3% | +36.4% | +8.9% | +35.3% |
| 5Y | +58.7% | +135.8% | -77.1% | +29.2% |
| 10Y | +155.9% | +125.0% | +30.8% | +95.5% |
| All | +155.9% | +126.3% | +29.6% | +95.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling