+119.7%
BBN vs SPY
+842.4%
-722.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | -3.2% | +2.6% | -5.8% | -3.6% |
| 30D | +0.3% | -2.0% | +2.2% | +0.6% |
| 3M | -8.3% | -2.8% | -5.5% | -7.9% |
| 6M | -6.6% | +2.1% | -8.7% | -7.0% |
| YTD | -6.3% | +11.5% | -17.8% | -8.1% |
| 1Y | -9.9% | +13.5% | -23.3% | -11.9% |
| 3Y | +16.5% | +77.7% | -61.2% | +5.1% |
| 5Y | -21.4% | +72.6% | -94.0% | -29.3% |
| 10Y | +33.9% | +308.2% | -274.2% | +9.4% |
| All | +119.7% | +842.4% | -722.7% | +77.7% |
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