+81.5%
BGB vs SPY
+572.8%
-491.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +0.3% | -0.8% | +1.0% | +0.6% |
| 30D | 0.0% | -1.1% | +1.0% | +0.4% |
| 3M | +1.6% | +3.9% | -2.3% | 0.0% |
| 6M | +5.2% | +13.6% | -8.4% | -0.2% |
| YTD | -0.1% | +12.7% | -12.8% | -5.0% |
| 1Y | -2.4% | +17.5% | -19.9% | -8.9% |
| 3Y | +31.8% | +76.9% | -45.1% | +3.1% |
| 5Y | +23.3% | +83.6% | -60.3% | -6.1% |
| 10Y | +83.5% | +320.7% | -237.2% | +0.7% |
| All | +81.5% | +572.8% | -491.2% | -9.1% |
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