+322.1%
BBP vs SPY
+372.5%
-50.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | +11.8% | +0.1% | +11.8% | +11.8% |
| 3M | +25.1% | +2.0% | +23.1% | +22.5% |
| 6M | +29.5% | +13.0% | +16.5% | +15.2% |
| YTD | +35.6% | +13.5% | +22.0% | +20.1% |
| 1Y | +56.3% | +20.0% | +36.4% | +31.5% |
| 3Y | +101.3% | +77.2% | +24.1% | +16.5% |
| 5Y | +104.5% | +81.9% | +22.7% | +14.7% |
| 10Y | +257.5% | +314.1% | -56.6% | -20.0% |
| All | +322.1% | +372.5% | -50.4% | -16.3% |
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