+50.3%
BP vs SPXS
-80.3%
+130.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.0% |
| 7D | +3.8% | -7.5% | +11.3% | +3.0% |
| 30D | -5.3% | +5.3% | -10.6% | -4.6% |
| 3M | +9.3% | +9.7% | -0.4% | +10.6% |
| 6M | +7.2% | -4.6% | +11.8% | +6.8% |
| YTD | +38.0% | -25.8% | +63.8% | +32.9% |
| 1Y | +33.2% | -28.8% | +62.0% | +27.4% |
| 3Y | +50.3% | -80.2% | +130.5% | +19.3% |
| All | +50.3% | -80.3% | +130.6% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling