+452.6%
BPOP vs SPY
+322.5%
+130.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.1% |
| 7D | -3.9% | -0.8% | -3.2% | -3.1% |
| 30D | -6.6% | -1.1% | -5.5% | -5.5% |
| 3M | +3.7% | +3.9% | -0.2% | -0.7% |
| 6M | +29.1% | +13.6% | +15.5% | +11.9% |
| YTD | +33.6% | +12.7% | +20.9% | +16.9% |
| 1Y | +35.0% | +17.5% | +17.5% | +12.8% |
| 3Y | +174.3% | +76.9% | +97.4% | +45.6% |
| 5Y | +156.5% | +83.6% | +72.9% | +30.2% |
| All | +452.6% | +322.5% | +130.1% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling