+138.0%
BP vs SPXU
-100.0%
+238.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +0.4% |
| 7D | -0.8% | +1.5% | -2.3% | 0.0% |
| 30D | -3.1% | +6.4% | -9.5% | -1.0% |
| 3M | +6.2% | +4.2% | +1.9% | +7.8% |
| 6M | +4.8% | -7.8% | +12.6% | +2.7% |
| YTD | +35.2% | -27.5% | +62.7% | +23.5% |
| 1Y | +27.4% | -27.1% | +54.6% | +16.8% |
| 3Y | +49.8% | -80.8% | +130.6% | -3.7% |
| 5Y | +109.4% | -84.1% | +193.5% | +44.3% |
| 10Y | +135.7% | -99.5% | +235.2% | -31.7% |
| All | +138.0% | -100.0% | +238.0% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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