+134.4%
BBN vs SPY
+854.5%
-720.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.7% | +0.5% | -1.3% | -0.8% |
| 30D | -2.0% | -0.9% | -1.1% | -1.9% |
| 3M | -0.3% | +3.9% | -4.2% | -1.0% |
| 6M | -1.2% | +14.5% | -15.7% | -3.5% |
| YTD | 0.0% | +12.9% | -12.9% | -2.1% |
| 1Y | +0.6% | +19.4% | -18.7% | -2.5% |
| 3Y | +22.0% | +78.5% | -56.4% | +10.0% |
| 5Y | -16.9% | +81.8% | -98.7% | -25.8% |
| 10Y | +20.8% | +311.5% | -290.7% | -1.5% |
| All | +134.4% | +854.5% | -720.1% | +89.3% |
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 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