+54.1%
SO vs BP
+49.8%
+4.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +1.4% | +2.6% | -1.3% | +1.2% |
| 30D | +4.7% | -6.4% | +11.1% | +5.0% |
| 3M | +1.7% | +8.0% | -6.3% | +1.3% |
| 6M | +2.2% | +6.0% | -3.9% | +1.7% |
| YTD | +10.0% | +36.5% | -26.5% | +8.1% |
| 1Y | +6.0% | +31.7% | -25.6% | +4.4% |
| 3Y | +54.1% | +48.6% | +5.5% | +49.2% |
| All | +54.1% | +49.8% | +4.3% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling