+106.7%
BB vs SPY
+18.8%
+87.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.7% |
| 7D | +1.8% | -0.4% | +2.2% | +2.4% |
| 30D | -12.2% | -1.4% | -10.9% | -10.1% |
| 3M | -12.3% | +3.7% | -16.0% | -16.9% |
| 6M | +122.7% | +13.0% | +109.7% | +90.3% |
| YTD | +104.5% | +12.4% | +92.1% | +76.2% |
| 1Y | +106.7% | +18.5% | +88.1% | +61.0% |
| All | +106.7% | +18.8% | +87.9% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling