-95.9%
BMBL vs SPY
+110.8%
-206.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +1.3% |
| 7D | +8.6% | +0.5% | +8.0% | +7.6% |
| 30D | +2.8% | -0.9% | +3.8% | +4.4% |
| 3M | +2.1% | +3.9% | -1.8% | -4.4% |
| 6M | -4.9% | +14.5% | -19.4% | -25.7% |
| YTD | -18.5% | +12.9% | -31.4% | -34.5% |
| 1Y | -57.0% | +19.4% | -76.3% | -68.3% |
| 3Y | -81.5% | +78.5% | -160.0% | -94.0% |
| 5Y | -94.8% | +81.8% | -176.5% | -98.2% |
| All | -95.9% | +110.8% | -206.7% | -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 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