+183.0%
SO vs BP
+131.8%
+51.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.5% | -11.6% | +10.2% | +0.5% |
| 30D | +8.1% | 0.0% | +8.0% | +8.0% |
| 3M | +0.2% | +6.7% | -6.5% | -1.1% |
| 6M | +0.4% | +2.2% | -1.8% | -0.4% |
| YTD | +8.5% | +33.0% | -24.5% | +2.6% |
| 1Y | +4.9% | +30.7% | -25.8% | -0.5% |
| 3Y | +47.9% | +44.2% | +3.7% | +36.3% |
| 5Y | +75.7% | +105.1% | -29.5% | +47.6% |
| All | +183.0% | +131.8% | +51.2% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling