+49.8%
BUFG vs SPY
+78.6%
-28.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -0.3% | -0.8% | +0.5% | +0.2% |
| 30D | -0.2% | -1.1% | +0.9% | +0.5% |
| 3M | +3.0% | +3.9% | -0.9% | +0.4% |
| 6M | +9.0% | +13.6% | -4.6% | 0.0% |
| YTD | +8.6% | +12.7% | -4.0% | +0.2% |
| 1Y | +11.9% | +17.5% | -5.6% | +0.4% |
| 3Y | +46.9% | +76.9% | -30.0% | -0.5% |
| All | +49.8% | +78.6% | -28.8% | -0.7% |
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 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