+176.0%
BP vs SPXS
-100.0%
+276.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.3% |
| 7D | +3.8% | -7.5% | +11.3% | +1.5% |
| 30D | -5.3% | +5.3% | -10.6% | -3.5% |
| 3M | +9.3% | +9.7% | -0.4% | +12.7% |
| 6M | +7.2% | -4.6% | +11.8% | +6.2% |
| YTD | +38.0% | -25.8% | +63.8% | +27.0% |
| 1Y | +33.2% | -28.8% | +62.0% | +21.1% |
| 3Y | +50.3% | -80.2% | +130.5% | -2.2% |
| 5Y | +114.1% | -83.2% | +197.3% | +50.2% |
| 10Y | +140.7% | -99.5% | +240.2% | -27.9% |
| All | +176.0% | -100.0% | +276.0% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling