+39.1%
BP vs SPMO
+159.2%
-120.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | +2.7% | +1.3% | +3.5% |
| 30D | +7.8% | +1.1% | +6.8% | +7.6% |
| 3M | +8.4% | +2.0% | +6.3% | +7.5% |
| 6M | +15.1% | +26.5% | -11.5% | +7.4% |
| YTD | +36.4% | +26.5% | +9.9% | +27.3% |
| 1Y | +40.9% | +27.9% | +13.0% | +30.8% |
| All | +39.1% | +159.2% | -120.2% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling