+72.2%
BBAX vs SPY
+199.1%
-127.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -0.3% | +2.6% | -2.9% | -2.3% |
| 30D | +1.7% | -2.0% | +3.7% | +3.2% |
| 3M | -1.9% | -2.8% | +0.9% | +0.2% |
| 6M | +2.0% | +2.1% | -0.2% | +0.1% |
| YTD | +13.7% | +11.5% | +2.2% | +4.2% |
| 1Y | +15.8% | +13.5% | +2.4% | +4.6% |
| 3Y | +56.0% | +77.7% | -21.7% | -2.1% |
| 5Y | +38.2% | +72.6% | -34.5% | -12.0% |
| All | +72.2% | +199.1% | -127.0% | -31.1% |
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