+229.3%
BBSI vs SPY
+322.5%
-93.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.7% |
| 7D | -1.7% | -0.8% | -0.9% | -1.0% |
| 30D | +7.2% | -1.1% | +8.3% | +8.2% |
| 3M | -2.4% | +3.9% | -6.3% | -6.0% |
| 6M | +24.4% | +13.6% | +10.8% | +9.9% |
| YTD | -7.2% | +12.7% | -19.8% | -17.3% |
| 1Y | -28.8% | +17.5% | -46.3% | -38.9% |
| 3Y | +45.0% | +76.9% | -31.9% | -16.0% |
| 5Y | +84.2% | +83.6% | +0.6% | +0.7% |
| All | +229.3% | +322.5% | -93.2% | -34.0% |
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