-99.9%
BQ vs SPY
+147.6%
-247.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.5% |
| 7D | -3.0% | -0.4% | -2.7% | -2.6% |
| 30D | +1.8% | -1.4% | +3.2% | +3.3% |
| 3M | +1.0% | +3.7% | -2.7% | -2.6% |
| 6M | -34.8% | +13.0% | -47.8% | -42.0% |
| YTD | -58.9% | +12.4% | -71.3% | -63.1% |
| 1Y | -74.9% | +18.5% | -93.5% | -78.8% |
| 3Y | -97.7% | +77.6% | -175.4% | -98.8% |
| 5Y | -99.8% | +81.7% | -181.5% | -99.9% |
| All | -99.9% | +147.6% | -247.5% | -100.0% |
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