+78.3%
BBSC vs SPY
+126.6%
-48.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.3% |
| 7D | -2.3% | -0.8% | -1.6% | -1.5% |
| 30D | -4.9% | -1.1% | -3.8% | -3.7% |
| 3M | +0.8% | +3.9% | -3.0% | -3.5% |
| 6M | +16.4% | +13.6% | +2.8% | +0.8% |
| YTD | +19.1% | +12.7% | +6.4% | +4.1% |
| 1Y | +20.5% | +17.5% | +3.0% | +0.7% |
| 3Y | +64.3% | +76.9% | -12.6% | -12.3% |
| 5Y | +44.1% | +83.6% | -39.5% | -25.7% |
| All | +78.3% | +126.6% | -48.3% | -26.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling