-24.2%
BBUC vs SPY
+87.8%
-112.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -1.9% | -0.4% | -1.6% | -1.5% |
| 30D | -7.2% | -1.4% | -5.9% | -5.7% |
| 3M | -17.8% | +3.7% | -21.5% | -21.4% |
| 6M | -18.7% | +13.0% | -31.7% | -30.1% |
| YTD | -25.4% | +12.4% | -37.8% | -35.3% |
| 1Y | -19.3% | +18.5% | -37.8% | -34.1% |
| 3Y | +57.2% | +77.6% | -20.4% | -19.3% |
| All | -24.2% | +87.8% | -112.0% | -63.0% |
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 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