+319.7%
SPY vs BP
+132.0%
+187.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.9% |
| 7D | -0.4% | +4.0% | -4.3% | -1.4% |
| 30D | -1.4% | +7.8% | -9.2% | -3.5% |
| 3M | +3.7% | +8.4% | -4.7% | +1.0% |
| 6M | +13.0% | +15.1% | -2.1% | +7.5% |
| YTD | +12.4% | +36.4% | -24.0% | +1.5% |
| 1Y | +18.5% | +40.9% | -22.4% | +5.7% |
| 3Y | +77.6% | +38.8% | +38.8% | +56.7% |
| 5Y | +81.7% | +141.1% | -59.4% | +31.5% |
| 10Y | +319.7% | +133.9% | +185.7% | +202.1% |
| All | +319.7% | +132.0% | +187.6% | +202.1% |
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