+77.3%
BBRE vs SPY
+214.0%
-136.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | -2.9% | -0.9% | -2.0% | -2.2% |
| 3M | +2.0% | +3.9% | -1.9% | -1.5% |
| 6M | +6.8% | +14.5% | -7.7% | -5.1% |
| YTD | +15.4% | +12.9% | +2.4% | +3.5% |
| 1Y | +14.2% | +19.4% | -5.2% | -2.5% |
| 3Y | +39.6% | +78.5% | -38.9% | -17.4% |
| 5Y | +18.5% | +81.8% | -63.2% | -31.6% |
| All | +77.3% | +214.0% | -136.7% | -36.7% |
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