+150.0%
BBC vs SPY
+312.9%
-162.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.3% |
| 7D | -0.1% | -2.7% | +2.6% | +3.4% |
| 30D | -0.6% | -5.4% | +4.8% | +6.4% |
| 3M | -17.3% | -4.1% | -13.2% | -13.0% |
| 6M | -6.5% | +0.7% | -7.2% | -7.1% |
| YTD | +11.6% | +8.7% | +2.9% | +1.6% |
| 1Y | +45.7% | +10.9% | +34.8% | +29.7% |
| 3Y | +135.9% | +75.0% | +60.9% | +24.5% |
| 5Y | -6.7% | +67.8% | -74.5% | -47.6% |
| All | +150.0% | +312.9% | -162.9% | -63.6% |
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 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