+44.1%
BILI vs SPY
+233.3%
-189.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +7.1% |
| 7D | +2.6% | +0.5% | +2.0% | +1.8% |
| 30D | -13.6% | -0.9% | -12.6% | -12.5% |
| 3M | -9.8% | +3.9% | -13.7% | -14.2% |
| 6M | -34.3% | +14.5% | -48.9% | -44.6% |
| YTD | -34.1% | +12.9% | -47.0% | -43.2% |
| 1Y | -28.2% | +19.4% | -47.6% | -41.9% |
| 3Y | +19.5% | +78.5% | -59.0% | -42.5% |
| 5Y | -81.1% | +81.8% | -162.9% | -90.6% |
| All | +44.1% | +233.3% | -189.1% | -58.5% |
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