+159.0%
BBCA vs SPY
+198.5%
-39.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +3.8% | -3.3% | +7.1% | +6.7% |
| 3M | -0.1% | -2.4% | +2.4% | +2.0% |
| 6M | +6.6% | +2.6% | +4.0% | +4.0% |
| YTD | +14.5% | +11.2% | +3.3% | +4.2% |
| 1Y | +24.5% | +13.4% | +11.1% | +11.4% |
| 3Y | +94.8% | +79.9% | +14.9% | +14.7% |
| 5Y | +71.0% | +72.2% | -1.2% | +4.0% |
| All | +159.0% | +198.5% | -39.5% | -6.5% |
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