+140.3%
BAND vs SPY
+238.4%
-98.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.3% | +9.0% | +8.7% |
| 7D | +10.8% | -0.9% | +11.7% | +12.8% |
| 30D | -8.9% | -2.4% | -6.6% | -5.0% |
| 3M | -6.9% | -1.2% | -5.7% | -3.9% |
| 6M | -3.8% | +3.3% | -7.1% | -4.8% |
| YTD | +211.1% | +12.3% | +198.8% | +181.6% |
| 1Y | +227.9% | +12.4% | +215.5% | +196.2% |
| 3Y | +296.6% | +78.8% | +217.8% | +121.7% |
| 5Y | -41.2% | +75.2% | -116.4% | -65.7% |
| All | +140.3% | +238.4% | -98.0% | -17.8% |
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