+134.0%
BP vs SPMO
+514.3%
-380.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.9% |
| 7D | +5.7% | +0.1% | +5.7% | +5.7% |
| 30D | +8.1% | -0.7% | +8.8% | +8.3% |
| 3M | +8.6% | +2.8% | +5.8% | +5.3% |
| 6M | +18.1% | +24.4% | -6.3% | +0.9% |
| YTD | +37.6% | +24.2% | +13.4% | +17.5% |
| 1Y | +39.4% | +24.5% | +14.9% | +18.5% |
| 3Y | +40.1% | +155.6% | -115.5% | -28.6% |
| 5Y | +141.3% | +148.2% | -6.9% | +24.9% |
| All | +134.0% | +514.3% | -380.3% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling