-24.3%
BB vs SPY
+81.8%
-106.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +3.1% |
| 7D | +0.5% | +0.5% | 0.0% | -0.4% |
| 30D | -12.4% | -0.9% | -11.4% | -10.9% |
| 3M | -15.3% | +3.9% | -19.2% | -20.0% |
| 6M | +128.8% | +14.5% | +114.3% | +86.2% |
| YTD | +107.7% | +12.9% | +94.7% | +72.8% |
| 1Y | +103.9% | +19.4% | +84.5% | +55.3% |
| 3Y | +72.6% | +78.5% | -5.9% | -31.2% |
| 5Y | -24.3% | +81.8% | -106.0% | -70.2% |
| All | -24.3% | +81.8% | -106.0% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling