-100.0%
BQ vs SPY
+147.3%
-247.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.1% |
| 7D | -9.1% | -0.9% | -8.2% | -8.3% |
| 30D | -40.4% | -2.4% | -38.0% | -39.0% |
| 3M | -46.7% | -1.2% | -45.6% | -46.1% |
| 6M | -39.3% | +3.3% | -42.6% | -41.2% |
| YTD | -78.8% | +12.3% | -91.1% | -81.0% |
| 1Y | -83.5% | +12.4% | -95.9% | -85.1% |
| 3Y | -98.5% | +78.8% | -177.3% | -99.2% |
| 5Y | -99.9% | +75.2% | -175.1% | -99.9% |
| All | -100.0% | +147.3% | -247.3% | -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 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