+188.4%
BIBL vs SPY
+241.0%
-52.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | +1.5% | +0.5% | +1.0% | +0.9% |
| 30D | -1.4% | -0.9% | -0.5% | -0.5% |
| 3M | +2.1% | +3.9% | -1.8% | -1.9% |
| 6M | +16.4% | +14.5% | +1.8% | +1.1% |
| YTD | +23.6% | +12.9% | +10.6% | +9.0% |
| 1Y | +29.4% | +19.4% | +10.1% | +7.8% |
| 3Y | +75.1% | +78.5% | -3.3% | -4.2% |
| 5Y | +51.4% | +81.8% | -30.3% | -18.3% |
| All | +188.4% | +241.0% | -52.6% | -15.6% |
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