+490.9%
BBY vs SPYG
+553.6%
-62.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.9% |
| 7D | +0.7% | -1.8% | +2.5% | +2.4% |
| 30D | +5.8% | -1.9% | +7.7% | +7.6% |
| 3M | +18.0% | +5.2% | +12.9% | +11.6% |
| 6M | +39.8% | +15.6% | +24.3% | +19.9% |
| YTD | +35.4% | +12.4% | +23.0% | +18.6% |
| 1Y | +21.4% | +17.5% | +3.9% | +1.9% |
| 3Y | +39.5% | +98.1% | -58.5% | -30.7% |
| 5Y | -0.5% | +84.9% | -85.4% | -47.7% |
| 10Y | +240.0% | +417.7% | -177.7% | -35.1% |
| All | +490.9% | +553.6% | -62.7% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling