-81.0%
BILI vs SPY
+81.0%
-162.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | +3.0% | -0.4% | +3.3% | +3.5% |
| 30D | -16.2% | -1.4% | -14.8% | -14.4% |
| 3M | -9.7% | +3.7% | -13.4% | -15.0% |
| 6M | -39.2% | +13.0% | -52.2% | -50.0% |
| YTD | -35.3% | +12.4% | -47.7% | -46.0% |
| 1Y | -34.0% | +18.5% | -52.6% | -49.1% |
| 3Y | +17.3% | +77.6% | -60.3% | -56.6% |
| 5Y | -81.0% | +81.7% | -162.7% | -92.7% |
| All | -81.0% | +81.0% | -162.0% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling