+123.4%
BBC vs SPY
+74.5%
+48.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.2% | -1.1% |
| 7D | -7.2% | -4.7% | -2.5% | -1.3% |
| 30D | -5.8% | -5.9% | +0.1% | +1.8% |
| 3M | -20.4% | -4.5% | -15.9% | -15.5% |
| 6M | -9.3% | +1.8% | -11.1% | -11.1% |
| YTD | +5.6% | +8.3% | -2.7% | -4.1% |
| 1Y | +38.3% | +9.3% | +28.9% | +24.2% |
| All | +123.4% | +74.5% | +48.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling