+115.1%
BUFF vs SPY
+307.0%
-191.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.5% | +2.6% | -1.1% | -0.5% |
| 30D | -0.7% | -2.0% | +1.3% | +0.7% |
| 3M | 0.0% | -2.8% | +2.8% | +2.0% |
| 6M | +3.1% | +2.1% | +1.0% | +1.1% |
| YTD | +8.0% | +11.5% | -3.5% | -1.3% |
| 1Y | +9.7% | +13.5% | -3.8% | -1.1% |
| 3Y | +40.8% | +77.7% | -36.9% | -13.4% |
| 5Y | +50.6% | +72.6% | -22.0% | -6.5% |
| All | +115.1% | +307.0% | -191.9% | -43.9% |
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