+806.4%
SPYM vs BP
+99.7%
+706.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.6% | -6.3% | +5.8% | +1.4% |
| 30D | -3.7% | -3.6% | -0.1% | -2.8% |
| 3M | -2.7% | +5.2% | -8.0% | -4.7% |
| 6M | +2.2% | +5.3% | -3.1% | -0.5% |
| YTD | +10.9% | +33.1% | -22.2% | -0.6% |
| 1Y | +11.3% | +26.3% | -15.0% | +1.3% |
| 3Y | +76.8% | +47.5% | +29.3% | +50.6% |
| 5Y | +73.5% | +106.2% | -32.7% | +28.9% |
| 10Y | +307.9% | +127.0% | +181.0% | +174.6% |
| All | +806.4% | +99.7% | +706.7% | +472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling