+117.3%
BIB vs SPY
+75.5%
+41.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -1.9% |
| 7D | -10.1% | -2.0% | -8.1% | -7.3% |
| 30D | +1.0% | -1.7% | +2.6% | +3.6% |
| 3M | +40.4% | +4.7% | +35.6% | +30.4% |
| 6M | +28.9% | +12.5% | +16.4% | +7.8% |
| YTD | +37.4% | +11.7% | +25.7% | +16.2% |
| 1Y | +93.0% | +17.5% | +75.5% | +51.7% |
| All | +117.3% | +75.5% | +41.8% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling