+25.0%
BPAY vs SPY
+95.3%
-70.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.6% |
| 7D | -4.2% | -0.8% | -3.4% | -3.3% |
| 30D | -0.9% | -1.1% | +0.2% | +0.5% |
| 3M | +12.1% | +3.9% | +8.2% | +7.2% |
| 6M | +15.9% | +13.6% | +2.3% | 0.0% |
| YTD | -1.2% | +12.7% | -13.9% | -13.8% |
| 1Y | -13.2% | +17.5% | -30.7% | -27.6% |
| 3Y | +37.0% | +76.9% | -39.9% | -27.9% |
| All | +25.0% | +95.3% | -70.3% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling