+60.1%
BUFB vs SPY
+78.8%
-18.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.2% |
| 30D | +0.1% | -0.9% | +1.0% | +0.7% |
| 3M | +3.7% | +3.9% | -0.2% | +1.0% |
| 6M | +10.2% | +14.5% | -4.3% | +0.5% |
| YTD | +9.8% | +12.9% | -3.1% | +1.1% |
| 1Y | +14.7% | +19.4% | -4.7% | +1.6% |
| 3Y | +53.2% | +78.5% | -25.3% | +2.3% |
| All | +60.1% | +78.8% | -18.8% | +5.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling