+151.1%
BB vs SPY
+78.4%
+72.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.3% |
| 7D | +11.6% | -0.6% | +12.2% | +12.8% |
| 30D | +2.6% | -3.7% | +6.3% | +9.6% |
| 3M | +3.5% | -2.7% | +6.3% | +9.2% |
| 6M | +43.5% | +2.2% | +41.3% | +41.7% |
| YTD | +141.2% | +10.8% | +130.3% | +112.2% |
| 1Y | +97.4% | +11.2% | +86.2% | +72.4% |
| 3Y | +151.1% | +76.5% | +74.6% | +13.5% |
| All | +151.1% | +78.4% | +72.7% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling