+101.7%
BAND vs SPY
+227.4%
-125.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.3% |
| 7D | -14.8% | -2.7% | -12.1% | -11.4% |
| 30D | -29.8% | -5.4% | -24.4% | -24.0% |
| 3M | -9.7% | -4.1% | -5.6% | -3.5% |
| 6M | -13.2% | +0.7% | -13.9% | -11.5% |
| YTD | +161.1% | +8.7% | +152.4% | +145.5% |
| 1Y | +182.9% | +10.9% | +172.0% | +160.0% |
| 3Y | +226.6% | +75.0% | +151.6% | +87.5% |
| 5Y | -52.4% | +67.8% | -120.2% | -71.0% |
| All | +101.7% | +227.4% | -125.7% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling