+311.0%
SPYM vs BP
+143.9%
+167.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | +3.8% | -1.3% | +1.6% |
| 30D | -2.0% | -5.3% | +3.3% | -0.8% |
| 3M | -2.8% | +9.3% | -12.0% | -5.5% |
| 6M | +2.2% | +7.2% | -5.1% | -0.6% |
| YTD | +11.5% | +38.0% | -26.5% | +0.1% |
| 1Y | +13.5% | +33.2% | -19.7% | +2.8% |
| 3Y | +78.0% | +50.3% | +27.7% | +53.1% |
| 5Y | +73.1% | +114.1% | -40.9% | +30.0% |
| All | +311.0% | +143.9% | +167.1% | +202.0% |
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