+157.9%
BBC vs SPY
+77.4%
+80.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +4.9% | +0.1% | +4.9% | +4.8% |
| 3M | +25.0% | +2.0% | +23.0% | +22.0% |
| 6M | +26.3% | +13.0% | +13.2% | +8.9% |
| YTD | +39.3% | +13.5% | +25.7% | +19.3% |
| 1Y | +132.4% | +20.0% | +112.4% | +86.6% |
| All | +157.9% | +77.4% | +80.5% | +22.4% |
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 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