+133.9%
BP vs SPY
+312.5%
-178.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.2% |
| 7D | +4.0% | -0.4% | +4.3% | +4.2% |
| 30D | +7.8% | -1.4% | +9.2% | +8.9% |
| 3M | +8.4% | +3.7% | +4.7% | +4.5% |
| 6M | +15.1% | +13.0% | +2.1% | +2.6% |
| YTD | +36.4% | +12.4% | +24.0% | +22.0% |
| 1Y | +40.9% | +18.5% | +22.4% | +20.0% |
| 3Y | +38.8% | +77.6% | -38.8% | -19.3% |
| 5Y | +141.1% | +81.7% | +59.4% | +34.4% |
| 10Y | +133.9% | +319.7% | -185.7% | -42.0% |
| All | +133.9% | +312.5% | -178.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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