+111.8%
BHP vs SPYG
+85.2%
+26.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -3.6% | -0.9% | -2.7% | -3.0% |
| 30D | -1.2% | -1.5% | +0.3% | -0.2% |
| 3M | +1.2% | +3.7% | -2.5% | -1.2% |
| 6M | +21.4% | +16.4% | +5.0% | +10.8% |
| YTD | +50.4% | +13.3% | +37.1% | +39.5% |
| 1Y | +67.5% | +17.9% | +49.6% | +51.7% |
| 3Y | +72.8% | +98.3% | -25.5% | +12.1% |
| All | +111.8% | +85.2% | +26.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling