+12.1%
BBBI vs SPY
+61.5%
-49.3%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -1.6% | -1.1% | -0.5% | -1.4% |
| 3M | -2.3% | +3.9% | -6.1% | -2.7% |
| 6M | -1.8% | +13.6% | -15.4% | -3.1% |
| YTD | -1.7% | +12.7% | -14.4% | -2.9% |
| 1Y | -0.9% | +17.5% | -18.4% | -2.6% |
| All | +12.1% | +61.5% | -49.3% | +5.7% |
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