+109.3%
BAND vs SPY
+235.2%
-125.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +0.9% |
| 7D | -2.6% | +0.1% | -2.7% | -2.2% |
| 30D | -21.4% | -3.3% | -18.1% | -17.1% |
| 3M | -16.2% | -2.4% | -13.8% | -12.3% |
| 6M | -16.1% | +2.6% | -18.7% | -16.4% |
| YTD | +170.9% | +11.2% | +159.7% | +147.8% |
| 1Y | +192.9% | +13.4% | +179.5% | +162.1% |
| 3Y | +246.2% | +79.9% | +166.3% | +92.3% |
| 5Y | -51.1% | +72.2% | -123.3% | -71.0% |
| All | +109.3% | +235.2% | -125.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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