-82.8%
BBGI vs SPY
+318.9%
-401.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.1% |
| 7D | -11.9% | -2.0% | -9.9% | -10.3% |
| 30D | -28.7% | -1.7% | -27.0% | -27.5% |
| 3M | -31.0% | +4.7% | -35.8% | -33.8% |
| 6M | +298.5% | +12.5% | +286.0% | +264.6% |
| YTD | +217.4% | +11.7% | +205.6% | +192.1% |
| 1Y | +225.8% | +17.5% | +208.3% | +189.4% |
| 3Y | -16.3% | +76.6% | -92.9% | -47.8% |
| 5Y | -68.7% | +82.0% | -150.7% | -81.3% |
| All | -82.8% | +318.9% | -401.6% | -94.3% |
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