+27.2%
BPAY vs SPY
+95.7%
-68.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -1.8% |
| 7D | +1.8% | +0.5% | +1.3% | +1.2% |
| 30D | +1.3% | -0.9% | +2.3% | +2.6% |
| 3M | +16.3% | +3.9% | +12.4% | +11.2% |
| 6M | +16.7% | +14.5% | +2.2% | -0.3% |
| YTD | +0.5% | +12.9% | -12.4% | -12.5% |
| 1Y | -11.0% | +19.4% | -30.3% | -27.0% |
| 3Y | +40.6% | +78.5% | -37.8% | -26.8% |
| All | +27.2% | +95.7% | -68.5% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling