+27.5%
BB vs SPY
+304.1%
-276.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | +11.6% | -0.6% | +12.2% | +12.7% |
| 30D | +2.6% | -3.7% | +6.3% | +8.8% |
| 3M | +3.5% | -2.7% | +6.3% | +8.6% |
| 6M | +43.5% | +2.2% | +41.3% | +41.7% |
| YTD | +141.2% | +10.8% | +130.3% | +113.7% |
| 1Y | +97.4% | +11.2% | +86.2% | +73.7% |
| 3Y | +151.1% | +76.5% | +74.6% | +21.4% |
| 5Y | -12.8% | +72.9% | -85.7% | -55.0% |
| 10Y | +27.5% | +304.8% | -277.3% | -74.1% |
| All | +27.5% | +304.1% | -276.6% | -74.1% |
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