+1,657.2%
BP vs SPY
+3,091.8%
-1,434.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +7.6% | +0.1% | +7.6% | +7.4% |
| 3M | +0.7% | +2.0% | -1.3% | -1.4% |
| 6M | +15.5% | +13.0% | +2.5% | +3.3% |
| YTD | +30.8% | +13.5% | +17.3% | +16.5% |
| 1Y | +34.3% | +20.0% | +14.3% | +14.1% |
| 3Y | +35.1% | +77.2% | -42.1% | -17.9% |
| 5Y | +126.8% | +81.9% | +45.0% | +32.7% |
| 10Y | +123.4% | +314.1% | -190.7% | -32.0% |
| All | +1,657.2% | +3,091.8% | -1,434.5% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling