+36.6%
BP vs SPXS
-30.2%
+66.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.3% |
| 7D | -8.4% | +2.2% | -10.6% | -8.7% |
| 30D | +2.2% | +3.8% | -1.5% | +1.6% |
| 3M | +8.8% | +3.3% | +5.5% | +8.3% |
| 6M | -0.5% | -16.7% | +16.2% | +1.1% |
| YTD | +36.2% | -28.5% | +64.7% | +41.6% |
| 1Y | +36.6% | -30.4% | +67.0% | +42.1% |
| All | +36.6% | -30.2% | +66.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling