-99.9%
BQ vs SPY
+150.1%
-250.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | +8.1% | +0.1% | +8.1% | +8.2% |
| 3M | +23.6% | +2.0% | +21.6% | +21.1% |
| 6M | -24.0% | +13.0% | -37.0% | -32.4% |
| YTD | -56.2% | +13.5% | -69.7% | -61.1% |
| 1Y | -70.6% | +20.0% | -90.5% | -75.4% |
| 3Y | -97.5% | +77.2% | -174.7% | -98.7% |
| 5Y | -99.8% | +81.9% | -181.7% | -99.9% |
| All | -99.9% | +150.1% | -250.0% | -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