+14,631.7%
SPGI vs BP
+1,393.0%
+13,238.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | -0.8% | +2.5% | -3.3% | -1.6% |
| 30D | +14.3% | -5.6% | +19.9% | +16.1% |
| 3M | +14.5% | +8.0% | +6.5% | +11.2% |
| 6M | +17.3% | +5.7% | +11.6% | +14.0% |
| YTD | -4.6% | +36.8% | -41.4% | -15.3% |
| 1Y | +0.8% | +30.7% | -29.9% | -9.4% |
| 3Y | +28.8% | +51.6% | -22.8% | +8.1% |
| 5Y | +14.0% | +112.2% | -98.3% | -17.3% |
| 10Y | +332.5% | +138.6% | +193.9% | +179.6% |
| All | +14,631.7% | +1,393.0% | +13,238.7% | +7,013.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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