+3,686.3%
BHP vs SPYG
+561.6%
+3,124.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | +1.3% | +1.2% | +0.1% | +0.1% |
| 30D | +4.0% | -1.6% | +5.5% | +5.4% |
| 3M | +12.3% | +3.4% | +8.9% | +8.8% |
| 6M | +30.8% | +18.9% | +11.9% | +11.9% |
| YTD | +58.8% | +13.8% | +45.0% | +41.3% |
| 1Y | +76.8% | +20.6% | +56.2% | +48.9% |
| 3Y | +87.5% | +100.5% | -13.0% | -4.9% |
| 5Y | +123.9% | +84.6% | +39.3% | +18.2% |
| 10Y | +504.4% | +410.8% | +93.6% | +15.7% |
| All | +3,686.3% | +561.6% | +3,124.7% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling