+226.0%
BBP vs SPY
+318.9%
-92.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.4% |
| 7D | -4.9% | -2.0% | -3.0% | -3.2% |
| 30D | +1.8% | -1.7% | +3.5% | +3.4% |
| 3M | +22.3% | +4.7% | +17.5% | +17.0% |
| 6M | +21.4% | +12.5% | +8.9% | +9.0% |
| YTD | +29.5% | +11.7% | +17.8% | +17.0% |
| 1Y | +48.7% | +17.5% | +31.2% | +28.4% |
| 3Y | +95.7% | +76.6% | +19.2% | +16.3% |
| 5Y | +99.7% | +82.0% | +17.6% | +14.7% |
| All | +226.0% | +318.9% | -92.9% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling