-0.5%
BBY vs SPY
+79.8%
-80.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | +0.7% | -2.0% | +2.7% | +2.9% |
| 30D | +5.8% | -1.7% | +7.4% | +7.7% |
| 3M | +18.0% | +4.7% | +13.3% | +11.9% |
| 6M | +39.8% | +12.5% | +27.3% | +21.8% |
| YTD | +35.4% | +11.7% | +23.7% | +18.7% |
| 1Y | +21.4% | +17.5% | +3.9% | +0.7% |
| 3Y | +39.5% | +76.6% | -37.0% | -26.7% |
| 5Y | -0.5% | +82.0% | -82.5% | -49.3% |
| All | -0.5% | +79.8% | -80.3% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling