+79.9%
SPY vs BP
+48.5%
+31.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | +0.1% | -6.9% | +6.9% | +0.8% |
| 30D | -3.3% | -3.6% | +0.3% | -3.1% |
| 3M | -2.4% | +8.4% | -10.8% | -3.7% |
| 6M | +2.6% | +5.3% | -2.8% | +1.4% |
| YTD | +11.2% | +33.2% | -21.9% | +3.7% |
| 1Y | +13.4% | +28.2% | -14.8% | +6.6% |
| 3Y | +79.9% | +49.2% | +30.7% | +60.6% |
| All | +79.9% | +48.5% | +31.4% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling