+72.2%
SPY vs BP
+103.3%
-31.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +0.1% | -6.9% | +6.9% | +1.3% |
| 30D | -3.3% | -3.6% | +0.3% | -2.9% |
| 3M | -2.4% | +8.4% | -10.8% | -4.3% |
| 6M | +2.6% | +5.3% | -2.8% | +0.9% |
| YTD | +11.2% | +33.2% | -21.9% | +2.8% |
| 1Y | +13.4% | +28.2% | -14.8% | +5.6% |
| 3Y | +79.9% | +49.2% | +30.7% | +58.8% |
| 5Y | +72.2% | +102.9% | -30.7% | +36.5% |
| All | +72.2% | +103.3% | -31.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling