+52.7%
BJ vs SPY
+81.0%
-28.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -8.0% | -1.4% | -6.6% | -7.6% |
| 3M | -1.2% | +3.7% | -4.9% | -2.6% |
| 6M | -7.3% | +13.0% | -20.3% | -11.9% |
| YTD | -1.7% | +12.4% | -14.1% | -6.4% |
| 1Y | -9.2% | +18.5% | -27.8% | -15.7% |
| 3Y | +32.5% | +77.6% | -45.1% | -2.9% |
| 5Y | +52.7% | +81.7% | -29.0% | +10.9% |
| All | +52.7% | +81.0% | -28.3% | +10.9% |
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