+323.6%
BJ vs SPY
+223.0%
+100.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.9% | +0.1% | +2.7% | +2.8% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +5.4% | +2.0% | +3.4% | +4.2% |
| 6M | -6.8% | +13.0% | -19.8% | -12.3% |
| YTD | +3.5% | +13.5% | -10.0% | -2.9% |
| 1Y | -3.7% | +20.0% | -23.6% | -12.2% |
| 3Y | +41.8% | +77.2% | -35.4% | +3.4% |
| 5Y | +57.5% | +81.9% | -24.4% | +12.3% |
| All | +323.6% | +223.0% | +100.6% | +149.3% |
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