-29.8%
BBNX vs SPY
+27.6%
-57.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -3.8% |
| 7D | -16.7% | -2.0% | -14.7% | -13.8% |
| 30D | -5.8% | -1.7% | -4.2% | -3.1% |
| 3M | +20.9% | +4.7% | +16.2% | +11.8% |
| 6M | +51.2% | +12.5% | +38.7% | +24.2% |
| YTD | -45.6% | +11.7% | -57.3% | -55.3% |
| 1Y | -33.3% | +17.5% | -50.8% | -49.9% |
| All | -29.8% | +27.6% | -57.4% | -56.1% |
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