+284.5%
BBAR vs SPY
+75.5%
+209.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.2% |
| 7D | +1.7% | -2.0% | +3.6% | +5.0% |
| 30D | -6.8% | -1.7% | -5.2% | -4.4% |
| 3M | -12.4% | +4.7% | -17.1% | -18.5% |
| 6M | +7.5% | +12.5% | -5.0% | -10.5% |
| YTD | -13.6% | +11.7% | -25.3% | -26.7% |
| 1Y | +59.4% | +17.5% | +41.9% | +26.9% |
| All | +284.5% | +75.5% | +209.0% | +99.6% |
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