+45.7%
BBC vs SPY
+9.9%
+35.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.2% |
| 7D | -0.1% | -2.7% | +2.6% | +3.8% |
| 30D | -0.6% | -5.4% | +4.8% | +7.2% |
| 3M | -17.3% | -4.1% | -13.2% | -12.4% |
| 6M | -6.5% | +0.7% | -7.2% | -7.2% |
| YTD | +11.6% | +8.7% | +2.9% | -2.0% |
| 1Y | +45.7% | +10.9% | +34.8% | +24.4% |
| All | +45.7% | +9.9% | +35.8% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling