+311.1%
SPOT vs BP
+81.4%
+229.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | +1.6% | +3.8% | -2.2% | +0.9% |
| 30D | +16.9% | -5.3% | +22.2% | +18.0% |
| 3M | +23.0% | +9.3% | +13.7% | +20.7% |
| 6M | +42.2% | +7.2% | +35.0% | +39.7% |
| YTD | +5.5% | +38.0% | -32.5% | -1.9% |
| 1Y | -5.1% | +33.2% | -38.3% | -11.2% |
| 3Y | +257.9% | +50.3% | +207.6% | +222.8% |
| 5Y | +118.4% | +114.1% | +4.3% | +81.5% |
| All | +311.1% | +81.4% | +229.7% | +270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling