+103.1%
BB vs SPY
+11.8%
+91.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.3% |
| 7D | +9.0% | +3.3% | +5.7% | +2.9% |
| 30D | +7.7% | -2.7% | +10.4% | +13.7% |
| 3M | +4.0% | -1.7% | +5.7% | +8.4% |
| 6M | +46.6% | +3.1% | +43.5% | +43.9% |
| YTD | +140.6% | +11.9% | +128.7% | +115.9% |
| 1Y | +103.1% | +12.0% | +91.1% | +83.4% |
| All | +103.1% | +11.8% | +91.4% | +83.4% |
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 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