+171.6%
BBMC vs SPY
+197.8%
-26.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -2.8% | -2.0% | -0.9% | -0.7% |
| 30D | -4.2% | -1.7% | -2.6% | -2.5% |
| 3M | +2.7% | +4.7% | -2.0% | -2.4% |
| 6M | +12.1% | +12.5% | -0.4% | -1.3% |
| YTD | +16.1% | +11.7% | +4.4% | +3.0% |
| 1Y | +19.6% | +17.5% | +2.1% | +0.5% |
| 3Y | +64.3% | +76.6% | -12.3% | -11.4% |
| 5Y | +46.3% | +82.0% | -35.7% | -23.4% |
| All | +171.6% | +197.8% | -26.2% | -21.4% |
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