+6,277.0%
SO vs BP
+1,393.0%
+4,884.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.7% |
| 7D | -0.9% | +2.5% | -3.4% | -1.3% |
| 30D | +4.9% | -5.6% | +10.5% | +5.9% |
| 3M | +0.8% | +8.0% | -7.3% | -0.8% |
| 6M | +0.6% | +5.7% | -5.1% | -0.8% |
| YTD | +8.7% | +36.8% | -28.2% | +2.2% |
| 1Y | +4.0% | +30.7% | -26.8% | -1.5% |
| 3Y | +50.6% | +51.6% | -1.0% | +37.4% |
| 5Y | +77.5% | +112.2% | -34.7% | +49.8% |
| 10Y | +192.0% | +138.6% | +53.3% | +130.6% |
| All | +6,277.0% | +1,393.0% | +4,884.0% | +3,534.8% |
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