+20.8%
BUCK vs SPY
+109.9%
-89.2%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.4% | +3.3% | -2.9% | +0.3% |
| 30D | +0.4% | -2.7% | +3.1% | +0.5% |
| 3M | +0.2% | -1.7% | +1.9% | +0.2% |
| 6M | +1.3% | +3.1% | -1.8% | +1.2% |
| YTD | +3.0% | +11.9% | -8.9% | +2.6% |
| 1Y | +3.6% | +12.0% | -8.4% | +3.3% |
| 3Y | +15.4% | +78.2% | -62.8% | +14.0% |
| All | +20.8% | +109.9% | -89.2% | +19.4% |
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