+5,157.4%
BBVA vs SPY
+3,059.5%
+2,097.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.1% |
| 7D | -0.3% | -0.4% | +0.1% | +0.2% |
| 30D | +2.6% | -1.4% | +4.0% | +4.3% |
| 3M | +29.1% | +3.7% | +25.4% | +23.6% |
| 6M | +39.0% | +13.0% | +26.0% | +20.4% |
| YTD | +28.6% | +12.4% | +16.3% | +12.5% |
| 1Y | +64.0% | +18.5% | +45.5% | +34.2% |
| 3Y | +364.1% | +77.6% | +286.5% | +125.8% |
| 5Y | +512.9% | +81.7% | +431.3% | +189.3% |
| 10Y | +670.7% | +319.7% | +351.0% | +28.2% |
| All | +5,157.4% | +3,059.5% | +2,097.9% | +92.4% |
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