+300.1%
BB vs SPY
+875.4%
-575.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -5.6% | +0.1% | -5.7% | -5.8% |
| 30D | -11.8% | +0.1% | -11.9% | -11.7% |
| 3M | -25.5% | +2.0% | -27.5% | -27.1% |
| 6M | +121.3% | +13.0% | +108.3% | +88.2% |
| YTD | +103.2% | +13.5% | +89.6% | +71.7% |
| 1Y | +102.6% | +20.0% | +82.7% | +58.7% |
| 3Y | +37.5% | +77.2% | -39.7% | -36.5% |
| 5Y | -30.4% | +81.9% | -112.3% | -67.4% |
| 10Y | 0.0% | +314.1% | -314.1% | -85.2% |
| All | +300.1% | +875.4% | -575.2% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling