+24.9%
BB vs SPY
+308.5%
-283.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | +9.0% | +3.3% | +5.7% | +4.3% |
| 30D | +7.7% | -2.7% | +10.4% | +12.7% |
| 3M | +4.0% | -1.7% | +5.7% | +7.6% |
| 6M | +46.6% | +3.1% | +43.5% | +43.1% |
| YTD | +140.6% | +11.9% | +128.7% | +110.5% |
| 1Y | +103.1% | +12.0% | +91.1% | +77.1% |
| 3Y | +150.5% | +78.2% | +72.4% | +19.5% |
| 5Y | -15.4% | +73.2% | -88.6% | -56.5% |
| All | +24.9% | +308.5% | -283.6% | -75.4% |
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 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