+38.1%
BTO vs SPY
+82.0%
-44.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -1.5% | +0.1% | -1.5% | -1.6% |
| 3M | +10.7% | +2.0% | +8.7% | +8.5% |
| 6M | +15.6% | +13.0% | +2.6% | +3.0% |
| YTD | +18.7% | +13.5% | +5.1% | +5.2% |
| 1Y | +14.0% | +20.0% | -5.9% | -4.1% |
| 3Y | +86.0% | +77.2% | +8.8% | +8.5% |
| All | +38.1% | +82.0% | -44.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling