+11,113.4%
BBY vs SPY
+3,091.8%
+8,021.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.6% |
| 7D | +9.5% | +0.1% | +9.4% | +9.3% |
| 30D | +6.8% | +0.1% | +6.8% | +6.7% |
| 3M | +28.9% | +2.0% | +26.9% | +25.5% |
| 6M | +37.8% | +13.0% | +24.8% | +19.2% |
| YTD | +38.7% | +13.5% | +25.2% | +19.3% |
| 1Y | +23.7% | +20.0% | +3.7% | +0.2% |
| 3Y | +39.1% | +77.2% | -38.1% | -26.9% |
| 5Y | -0.4% | +81.9% | -82.3% | -48.9% |
| 10Y | +234.0% | +314.1% | -80.0% | -30.3% |
| All | +11,113.4% | +3,091.8% | +8,021.6% | +190.4% |
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