+22.4%
BBCB vs SPY
+218.5%
-196.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.7% |
| 7D | +0.3% | -4.7% | +5.0% | +0.8% |
| 30D | +2.0% | -5.9% | +7.9% | +2.6% |
| 3M | -1.3% | -4.5% | +3.2% | -0.9% |
| 6M | -1.5% | +1.8% | -3.3% | -1.7% |
| YTD | -1.2% | +8.3% | -9.6% | -2.1% |
| 1Y | -0.6% | +9.3% | -10.0% | -1.6% |
| 3Y | +17.1% | +74.9% | -57.8% | +10.2% |
| 5Y | -2.4% | +67.3% | -69.6% | -8.4% |
| All | +22.4% | +218.5% | -196.1% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling