+60.3%
BBNX vs SPY
+15.0%
+45.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.5% | -9.4% | -9.2% |
| 7D | -10.3% | -0.4% | -9.9% | -9.7% |
| 30D | +6.2% | -1.4% | +7.6% | +8.5% |
| 3M | +21.1% | +3.7% | +17.4% | +14.9% |
| 6M | +60.3% | +13.0% | +47.3% | +27.8% |
| All | +60.3% | +15.0% | +45.2% | +27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling