+134.0%
BP vs SPYG
+420.3%
-286.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +5.7% | -1.8% | +7.6% | +6.8% |
| 30D | +8.1% | -1.9% | +10.0% | +9.1% |
| 3M | +8.6% | +5.2% | +3.5% | +4.9% |
| 6M | +18.1% | +15.6% | +2.6% | +7.2% |
| YTD | +37.6% | +12.4% | +25.2% | +26.7% |
| 1Y | +39.4% | +17.5% | +21.9% | +24.6% |
| 3Y | +40.1% | +98.1% | -58.0% | -12.5% |
| 5Y | +141.3% | +84.9% | +56.4% | +53.8% |
| All | +134.0% | +420.3% | -286.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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