+39.1%
BP vs SPYG
+98.4%
-59.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +7.8% | -1.7% | +9.5% | +8.2% |
| 3M | +8.4% | +3.6% | +4.7% | +7.3% |
| 6M | +15.1% | +16.6% | -1.5% | +10.1% |
| YTD | +36.4% | +13.4% | +23.0% | +31.6% |
| 1Y | +40.9% | +19.6% | +21.3% | +33.2% |
| All | +39.1% | +98.4% | -59.4% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling