-100.0%
BQ vs SPY
+145.0%
-245.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +0.6% |
| 7D | -10.0% | +0.1% | -10.1% | -10.1% |
| 30D | -41.0% | -3.3% | -37.7% | -39.1% |
| 3M | -49.5% | -2.4% | -47.1% | -48.4% |
| 6M | -47.2% | +2.6% | -49.8% | -48.6% |
| YTD | -78.7% | +11.2% | -89.9% | -80.7% |
| 1Y | -85.0% | +13.4% | -98.4% | -86.6% |
| 3Y | -98.6% | +79.9% | -178.5% | -99.2% |
| 5Y | -99.9% | +72.2% | -172.1% | -99.9% |
| All | -100.0% | +145.0% | -245.0% | -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