+400.8%
BBT vs SPY
+731.4%
-330.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -0.6% | -0.4% | -0.3% | -0.3% |
| 30D | -0.5% | -1.4% | +0.9% | +0.7% |
| 3M | +6.9% | +3.7% | +3.1% | +3.3% |
| 6M | +9.0% | +13.0% | -4.0% | -2.5% |
| YTD | +21.7% | +12.4% | +9.3% | +9.4% |
| 1Y | +23.4% | +18.5% | +4.8% | +5.8% |
| 3Y | +70.3% | +77.6% | -7.3% | +2.4% |
| 5Y | +47.4% | +81.7% | -34.3% | -13.3% |
| 10Y | +52.2% | +319.7% | -267.4% | -52.8% |
| All | +400.8% | +731.4% | -330.7% | -4.6% |
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