+141.1%
BP vs SPYG
+83.9%
+57.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | +8.4% | +3.6% | +4.7% | +6.8% |
| 6M | +15.1% | +16.6% | -1.5% | +8.4% |
| YTD | +36.4% | +13.4% | +23.0% | +29.7% |
| 1Y | +40.9% | +19.6% | +21.3% | +31.0% |
| 3Y | +38.8% | +99.8% | -60.9% | +3.5% |
| 5Y | +141.1% | +85.0% | +56.1% | +80.6% |
| All | +141.1% | +83.9% | +57.2% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling