+173.0%
BBMC vs SPY
+197.2%
-24.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.3% |
| 7D | +1.9% | +2.6% | -0.7% | -0.9% |
| 30D | +2.6% | -2.0% | +4.6% | +4.8% |
| 3M | -4.4% | -2.8% | -1.6% | -1.6% |
| 6M | +3.5% | +2.1% | +1.4% | +1.0% |
| YTD | +16.7% | +11.5% | +5.2% | +3.7% |
| 1Y | +21.1% | +13.5% | +7.6% | +5.5% |
| 3Y | +75.1% | +77.7% | -2.6% | -6.4% |
| 5Y | +36.5% | +72.6% | -36.1% | -24.2% |
| All | +173.0% | +197.2% | -24.2% | -20.9% |
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