+134.1%
BP vs SPXS
-99.6%
+233.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.5% | -0.6% |
| 7D | +5.2% | +2.5% | +2.7% | +5.9% |
| 30D | +8.7% | +4.2% | +4.5% | +9.9% |
| 3M | +9.3% | -9.3% | +18.7% | +6.5% |
| 6M | +13.6% | -30.7% | +44.3% | +2.9% |
| YTD | +37.7% | -28.1% | +65.7% | +26.5% |
| 1Y | +40.6% | -35.1% | +75.7% | +26.0% |
| 3Y | +40.3% | -79.6% | +119.9% | -3.9% |
| 5Y | +141.4% | -86.3% | +227.7% | +65.1% |
| All | +134.1% | -99.6% | +233.7% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling