+154.9%
BTO vs SPY
+311.6%
-156.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +2.6% |
| 7D | -0.7% | -4.7% | +4.0% | +4.9% |
| 30D | +2.6% | -5.9% | +8.6% | +9.9% |
| 3M | -7.0% | -4.5% | -2.5% | -2.2% |
| 6M | +3.6% | +1.8% | +1.8% | +0.6% |
| YTD | +12.0% | +8.3% | +3.7% | +0.8% |
| 1Y | +20.4% | +9.3% | +11.1% | +7.1% |
| 3Y | +72.1% | +74.9% | -2.8% | -15.1% |
| 5Y | +20.2% | +67.3% | -47.1% | -37.7% |
| All | +154.9% | +311.6% | -156.7% | -64.2% |
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