+36.6%
BP vs SPXS
-79.8%
+116.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.6% |
| 7D | +0.9% | -1.5% | +2.5% | +0.7% |
| 30D | +9.1% | +3.7% | +5.5% | +9.6% |
| 3M | +3.9% | -9.6% | +13.5% | +2.6% |
| 6M | +13.6% | -32.4% | +46.0% | +7.6% |
| YTD | +34.0% | -28.7% | +62.7% | +28.4% |
| 1Y | +39.2% | -38.1% | +77.3% | +30.2% |
| All | +36.6% | -79.8% | +116.4% | +14.5% |
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 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