-97.6%
BQ vs SPY
+78.7%
-176.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +1.3% | -0.9% | +2.2% | +1.9% |
| 3M | +9.9% | +3.9% | +6.0% | +7.6% |
| 6M | -30.8% | +14.5% | -45.3% | -35.2% |
| YTD | -57.2% | +12.9% | -70.1% | -59.6% |
| 1Y | -72.6% | +19.4% | -91.9% | -74.8% |
| 3Y | -97.6% | +78.5% | -176.1% | -96.8% |
| All | -97.6% | +78.7% | -176.3% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling