-95.7%
BMBL vs SPY
+110.4%
-206.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -1.1% |
| 7D | +3.1% | -0.8% | +3.9% | +4.4% |
| 30D | +14.6% | -1.1% | +15.6% | +16.6% |
| 3M | +9.5% | +3.9% | +5.7% | +2.6% |
| 6M | +5.3% | +13.6% | -8.3% | -16.6% |
| YTD | -16.2% | +12.7% | -28.9% | -32.5% |
| 1Y | -55.7% | +17.5% | -73.2% | -66.5% |
| 3Y | -81.0% | +76.9% | -157.9% | -93.7% |
| 5Y | -94.9% | +83.6% | -178.4% | -98.3% |
| All | -95.7% | +110.4% | -206.1% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling