+5,976.4%
SO vs BP
+1,327.5%
+4,648.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -0.2% | +3.9% | -4.1% | -0.8% |
| 30D | -4.6% | +7.6% | -12.2% | -5.8% |
| 3M | -3.0% | +0.7% | -3.7% | -3.4% |
| 6M | -8.3% | +15.5% | -23.7% | -10.9% |
| YTD | +3.5% | +30.8% | -27.3% | -1.7% |
| 1Y | -0.9% | +34.3% | -35.2% | -6.5% |
| 3Y | +45.4% | +35.1% | +10.3% | +35.5% |
| 5Y | +59.6% | +126.8% | -67.2% | +33.1% |
| 10Y | +156.6% | +123.4% | +33.2% | +105.3% |
| All | +5,976.4% | +1,327.5% | +4,648.9% | +3,395.7% |
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