+60.5%
BUFB vs SPY
+79.8%
-19.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +2.7% | +2.0% | +0.7% | +1.2% |
| 6M | +9.1% | +13.0% | -4.0% | +0.4% |
| YTD | +10.1% | +13.5% | -3.4% | +1.0% |
| 1Y | +14.8% | +20.0% | -5.2% | +1.4% |
| 3Y | +52.3% | +77.2% | -24.9% | +2.2% |
| All | +60.5% | +79.8% | -19.4% | +5.7% |
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