+246.5%
BBY vs SPYG
+424.6%
-178.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.4% |
| 7D | +0.6% | -0.9% | +1.5% | +1.4% |
| 30D | +9.4% | -1.5% | +10.9% | +10.7% |
| 3M | +19.3% | +3.7% | +15.6% | +14.8% |
| 6M | +47.9% | +16.4% | +31.5% | +27.3% |
| YTD | +39.6% | +13.3% | +26.2% | +22.6% |
| 1Y | +22.2% | +17.9% | +4.3% | +3.4% |
| 3Y | +45.0% | +98.3% | -53.4% | -26.2% |
| 5Y | +2.6% | +86.4% | -83.9% | -45.1% |
| All | +246.5% | +424.6% | -178.0% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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