+1,545.0%
BIB vs SPY
+763.5%
+781.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.8% |
| 7D | +3.1% | +0.1% | +3.0% | +2.8% |
| 30D | +17.8% | +0.1% | +17.7% | +17.7% |
| 3M | +44.4% | +2.0% | +42.4% | +38.4% |
| 6M | +39.6% | +13.0% | +26.6% | +10.9% |
| YTD | +50.4% | +13.5% | +36.9% | +18.4% |
| 1Y | +111.0% | +20.0% | +91.1% | +49.8% |
| 3Y | +131.9% | +77.2% | +54.7% | -21.9% |
| 5Y | +13.1% | +81.9% | -68.8% | -62.5% |
| 10Y | +169.2% | +314.1% | -144.9% | -81.9% |
| All | +1,545.0% | +763.5% | +781.5% | -61.4% |
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