-3.6%
BBY vs S
-56.9%
+53.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +5.8% | -11.8% | +17.6% | +7.6% |
| 3M | +18.0% | +33.9% | -15.9% | +11.1% |
| 6M | +39.8% | +40.1% | -0.3% | +29.3% |
| YTD | +35.4% | +32.1% | +3.3% | +26.2% |
| 1Y | +21.4% | +11.0% | +10.4% | +16.3% |
| 3Y | +39.5% | +16.9% | +22.6% | +27.2% |
| 5Y | -0.5% | -68.9% | +68.4% | +2.5% |
| All | -3.6% | -56.9% | +53.3% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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