-59.0%
BAND vs SPY
+82.0%
-141.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.4% |
| 7D | -10.7% | +0.1% | -10.8% | -10.9% |
| 30D | -4.2% | +0.1% | -4.2% | -4.0% |
| 3M | -40.2% | +2.0% | -42.2% | -41.6% |
| 6M | +166.1% | +13.0% | +153.1% | +120.7% |
| YTD | +183.3% | +13.5% | +169.8% | +133.1% |
| 1Y | +179.7% | +20.0% | +159.7% | +110.3% |
| 3Y | +202.9% | +77.2% | +125.7% | +16.3% |
| All | -59.0% | +82.0% | -141.0% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling