+76.3%
BBAX vs SPY
+201.6%
-125.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -0.9% | -0.4% | -0.5% | -0.6% |
| 30D | -0.6% | -1.4% | +0.7% | +0.4% |
| 3M | +9.0% | +3.7% | +5.3% | +5.8% |
| 6M | +6.9% | +13.0% | -6.1% | -3.0% |
| YTD | +16.4% | +12.4% | +4.0% | +6.1% |
| 1Y | +17.9% | +18.5% | -0.6% | +3.0% |
| 3Y | +58.2% | +77.6% | -19.5% | -0.7% |
| 5Y | +40.1% | +81.7% | -41.5% | -14.4% |
| All | +76.3% | +201.6% | -125.3% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling