+6.6%
SO vs BP
+28.1%
-21.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | -6.3% | +6.2% | +0.2% |
| 30D | +8.7% | -3.6% | +12.3% | +8.9% |
| 3M | +3.4% | +5.2% | -1.9% | +3.1% |
| 6M | +3.7% | +5.3% | -1.6% | +3.1% |
| YTD | +10.0% | +33.1% | -23.1% | +7.9% |
| 1Y | +6.6% | +26.3% | -19.7% | +4.9% |
| All | +6.6% | +28.1% | -21.5% | +4.9% |
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