+92.6%
BBJP vs SPY
+212.6%
-119.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.6% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | +1.0% | -1.4% | +2.4% | +2.0% |
| 3M | +5.9% | +3.7% | +2.2% | +3.3% |
| 6M | +12.0% | +13.0% | -1.0% | +3.1% |
| YTD | +18.7% | +12.4% | +6.3% | +9.7% |
| 1Y | +24.6% | +18.5% | +6.0% | +11.0% |
| 3Y | +70.1% | +77.6% | -7.5% | +15.3% |
| 5Y | +50.2% | +81.7% | -31.5% | -0.5% |
| All | +92.6% | +212.6% | -119.9% | -10.1% |
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