+185.1%
BIB vs SPY
+78.1%
+107.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.5% |
| 7D | -1.4% | +2.6% | -4.0% | -5.1% |
| 30D | +8.7% | -2.0% | +10.7% | +12.8% |
| 3M | +8.0% | -2.8% | +10.8% | +13.5% |
| 6M | +35.1% | +2.1% | +33.0% | +31.4% |
| YTD | +45.7% | +11.5% | +34.2% | +24.3% |
| 1Y | +56.3% | +13.5% | +42.9% | +30.1% |
| 3Y | +185.1% | +77.7% | +107.4% | +12.3% |
| All | +185.1% | +78.1% | +107.0% | +12.3% |
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