+6,268.1%
SO vs BP
+1,351.0%
+4,917.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -1.5% | -11.6% | +10.2% | +0.6% |
| 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% | +2.5% |
| 1Y | +4.9% | +30.7% | -25.8% | -0.6% |
| 3Y | +47.9% | +44.2% | +3.7% | +36.2% |
| 5Y | +75.7% | +105.1% | -29.5% | +49.2% |
| 10Y | +178.0% | +133.5% | +44.5% | +120.4% |
| All | +6,268.1% | +1,351.0% | +4,917.1% | +3,547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling