+1,132.3%
BIP vs SPY
+674.1%
+458.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -5.2% | +0.1% | -5.3% | -5.2% |
| 3M | -3.7% | +2.0% | -5.7% | -5.5% |
| 6M | -2.4% | +13.0% | -15.4% | -11.4% |
| YTD | +10.7% | +13.5% | -2.9% | 0.0% |
| 1Y | +26.2% | +20.0% | +6.3% | +9.3% |
| 3Y | +32.7% | +77.2% | -44.4% | -14.0% |
| 5Y | +21.2% | +81.9% | -60.7% | -24.1% |
| 10Y | +198.1% | +314.1% | -116.0% | +3.6% |
| All | +1,132.3% | +674.1% | +458.1% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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