+155.5%
BBCA vs SPY
+200.2%
-44.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.3% |
| 7D | 0.0% | +3.3% | -3.3% | -2.8% |
| 30D | +0.8% | -2.7% | +3.5% | +3.1% |
| 3M | -2.2% | -1.7% | -0.4% | -0.8% |
| 6M | +4.8% | +3.1% | +1.8% | +1.9% |
| YTD | +12.9% | +11.9% | +1.0% | +2.3% |
| 1Y | +19.0% | +12.0% | +7.0% | +7.6% |
| 3Y | +91.5% | +78.2% | +13.4% | +13.8% |
| 5Y | +68.3% | +73.2% | -4.9% | +1.8% |
| All | +155.5% | +200.2% | -44.7% | -8.3% |
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