+33.2%
BP vs SPYG
+8.5%
+24.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.6% |
| 7D | +3.8% | +2.3% | +1.5% | +4.6% |
| 30D | -5.3% | -6.5% | +1.2% | -7.5% |
| 3M | +9.3% | -6.8% | +16.1% | +6.7% |
| 6M | +7.2% | -3.1% | +10.4% | +6.3% |
| YTD | +38.0% | +8.0% | +30.0% | +42.2% |
| 1Y | +33.2% | +10.2% | +23.0% | +37.6% |
| All | +33.2% | +8.5% | +24.7% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling