+22.7%
BBCB vs SPY
+230.2%
-207.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | +1.4% | -2.4% | +3.7% | +1.6% |
| 3M | -0.5% | -1.2% | +0.6% | -0.4% |
| 6M | -1.4% | +3.3% | -4.7% | -1.8% |
| YTD | -1.0% | +12.3% | -13.3% | -2.2% |
| 1Y | -0.9% | +12.4% | -13.4% | -2.2% |
| 3Y | +17.2% | +78.8% | -61.6% | +10.1% |
| 5Y | -1.2% | +75.2% | -76.3% | -7.7% |
| All | +22.7% | +230.2% | -207.4% | +11.5% |
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