+103.0%
BBC vs SPY
+308.5%
-205.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | +5.9% | +3.3% | +2.6% | +2.0% |
| 30D | +6.1% | -2.7% | +8.8% | +9.9% |
| 3M | -18.7% | -1.7% | -16.9% | -16.8% |
| 6M | -3.1% | +3.1% | -6.2% | -6.3% |
| YTD | +11.9% | +11.9% | 0.0% | -1.5% |
| 1Y | +36.0% | +12.0% | +24.1% | +19.7% |
| 3Y | +156.2% | +78.2% | +78.0% | +32.6% |
| 5Y | -1.8% | +73.2% | -75.0% | -46.7% |
| All | +103.0% | +308.5% | -205.5% | -62.8% |
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