+4.0%
SO vs BP
+30.8%
-26.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.5% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | +4.9% | -5.6% | +10.5% | +5.2% |
| 3M | +0.8% | +8.0% | -7.3% | +0.3% |
| 6M | +0.6% | +5.7% | -5.1% | 0.0% |
| YTD | +8.7% | +36.8% | -28.2% | +6.2% |
| 1Y | +4.0% | +30.7% | -26.8% | +1.9% |
| All | +4.0% | +30.8% | -26.8% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling