+252.8%
SPOT vs BP
+80.9%
+171.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -3.1% | +5.2% | -8.3% | -4.0% |
| 30D | +7.4% | +8.7% | -1.3% | +5.7% |
| 3M | +8.2% | +9.3% | -1.2% | +6.1% |
| 6M | +2.2% | +13.6% | -11.4% | -0.8% |
| YTD | -9.5% | +37.7% | -47.1% | -15.6% |
| 1Y | -23.8% | +40.6% | -64.5% | -29.5% |
| 3Y | +233.5% | +40.3% | +193.1% | +204.9% |
| 5Y | +112.2% | +141.4% | -29.2% | +72.8% |
| All | +252.8% | +80.9% | +171.9% | +218.3% |
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